+84.4%
FICO vs BHP
+119.2%
-34.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +0.1% | -4.5% | +4.6% | +0.8% |
| 3M | -35.2% | -6.9% | -28.3% | -34.4% |
| 6M | -32.4% | -10.6% | -21.8% | -31.2% |
| YTD | -57.4% | +37.2% | -94.6% | -61.6% |
| 1Y | -58.5% | +48.0% | -106.6% | -63.5% |
| 3Y | -28.9% | +52.6% | -81.4% | -39.6% |
| All | +84.4% | +119.2% | -34.8% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling