-54.3%
FIS vs BHP
+339.3%
-393.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.9% | -4.2% | -5.6% |
| 7D | -3.5% | +2.5% | -6.0% | -4.2% |
| 30D | -19.4% | -5.2% | -14.2% | -18.5% |
| 3M | -31.6% | -8.7% | -22.9% | -30.3% |
| 6M | -32.5% | -6.9% | -25.7% | -32.3% |
| YTD | -56.0% | +39.0% | -94.9% | -62.2% |
| 1Y | -55.5% | +48.9% | -104.5% | -62.9% |
| 3Y | -41.3% | +55.4% | -96.7% | -52.9% |
| 5Y | -72.3% | +119.2% | -191.5% | -81.2% |
| All | -54.3% | +339.3% | -393.6% | -76.9% |
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 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