-51.1%
FIS vs BHP
+53.4%
-104.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.6% | -26.2% | -23.1% |
| 7D | -18.4% | -2.5% | -15.9% | -18.6% |
| 30D | -11.4% | -7.7% | -3.7% | -12.1% |
| 3M | -32.0% | -6.4% | -25.6% | -32.3% |
| 6M | -35.6% | +5.2% | -40.8% | -34.8% |
| YTD | -53.8% | +38.3% | -92.1% | -53.5% |
| 1Y | -51.1% | +53.4% | -104.5% | -52.7% |
| All | -51.1% | +53.4% | -104.5% | -52.7% |
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