-80.8%
FIG vs BHP
+82.6%
-163.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +0.9% |
| 7D | -12.2% | -3.7% | -8.5% | -12.1% |
| 30D | -11.0% | -0.8% | -10.1% | -11.0% |
| 3M | +11.9% | +7.6% | +4.3% | +10.9% |
| 6M | -21.9% | +20.8% | -42.7% | -26.7% |
| YTD | -40.8% | +50.8% | -91.5% | -53.2% |
| 1Y | -56.6% | +70.9% | -127.6% | -69.2% |
| All | -80.8% | +82.6% | -163.5% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling