-70.8%
FIS vs BHP
+119.2%
-190.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.4% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -16.7% | -4.5% | -12.2% | -16.2% |
| 3M | -32.3% | -6.9% | -25.4% | -31.7% |
| 6M | -29.1% | -10.6% | -18.5% | -28.2% |
| YTD | -54.1% | +37.2% | -91.3% | -59.3% |
| 1Y | -53.7% | +48.0% | -101.7% | -59.9% |
| 3Y | -38.8% | +52.6% | -91.4% | -48.7% |
| All | -70.8% | +119.2% | -190.0% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling