-80.3%
FIG vs BHP
+92.4%
-172.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -5.8% |
| 7D | -16.4% | +1.3% | -17.6% | -16.4% |
| 30D | -2.3% | +4.0% | -6.3% | -2.5% |
| 3M | +7.8% | +12.3% | -4.5% | +6.8% |
| 6M | -21.8% | +30.8% | -52.7% | -27.7% |
| YTD | -39.1% | +58.8% | -97.9% | -52.0% |
| 1Y | -56.6% | +76.8% | -133.5% | -69.0% |
| All | -80.3% | +92.4% | -172.7% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling