-40.4%
FIS vs BHP
+71.4%
-111.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +0.5% |
| 7D | -8.9% | -3.7% | -5.2% | -9.3% |
| 30D | -9.9% | -0.8% | -9.1% | -9.9% |
| 3M | 0.0% | +7.6% | -7.6% | +1.0% |
| 6M | -22.9% | +20.8% | -43.7% | -21.1% |
| YTD | -40.9% | +50.8% | -91.6% | -39.8% |
| 1Y | -40.4% | +70.9% | -111.4% | -40.5% |
| All | -40.4% | +71.4% | -111.8% | -40.5% |
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