-80.9%
FIG vs BHP
+92.9%
-173.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.5% | -3.3% |
| 7D | -14.5% | +0.9% | -15.3% | -14.5% |
| 30D | -13.3% | +4.0% | -17.3% | -13.5% |
| 3M | +7.4% | +11.3% | -3.8% | +6.6% |
| 6M | -27.8% | +29.3% | -57.1% | -32.8% |
| YTD | -41.1% | +59.2% | -100.3% | -53.6% |
| 1Y | -58.7% | +80.8% | -139.6% | -70.8% |
| All | -80.9% | +92.9% | -173.8% | -86.9% |
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