-55.8%
FIG vs BHP
+65.8%
-121.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.2% |
| 7D | -16.3% | -5.0% | -11.3% | -16.1% |
| 30D | -14.3% | +1.2% | -15.5% | -14.3% |
| 3M | +7.2% | +1.8% | +5.3% | +7.6% |
| 6M | -18.6% | +18.0% | -36.6% | -22.1% |
| YTD | -35.5% | +52.7% | -88.2% | -48.0% |
| 1Y | -55.8% | +66.0% | -121.8% | -67.0% |
| All | -55.8% | +65.8% | -121.6% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling