-40.7%
FIS vs BHP
+498.2%
-538.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +2.8% |
| 7D | -8.9% | -3.7% | -5.2% | -7.9% |
| 30D | -9.9% | -0.8% | -9.1% | -10.0% |
| 3M | 0.0% | +7.6% | -7.6% | -3.3% |
| 6M | -22.9% | +20.8% | -43.7% | -29.0% |
| YTD | -40.9% | +50.8% | -91.6% | -50.2% |
| 1Y | -40.4% | +70.9% | -111.4% | -52.3% |
| 3Y | -25.4% | +78.0% | -103.4% | -42.4% |
| 5Y | -64.8% | +113.1% | -177.9% | -75.6% |
| All | -40.7% | +498.2% | -538.9% | -71.8% |
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