-65.6%
FIS vs BHP
+121.9%
-187.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.3% |
| 7D | -3.5% | +1.3% | -4.7% | -3.7% |
| 30D | -7.8% | +4.0% | -11.8% | -8.7% |
| 3M | +0.8% | +12.3% | -11.5% | -2.3% |
| 6M | -21.9% | +30.8% | -52.7% | -27.8% |
| YTD | -39.5% | +58.8% | -98.3% | -47.6% |
| 1Y | -41.0% | +76.8% | -117.8% | -50.8% |
| 3Y | -23.6% | +87.5% | -111.1% | -38.8% |
| 5Y | -65.6% | +123.9% | -189.5% | -74.7% |
| All | -65.6% | +121.9% | -187.5% | -74.7% |
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 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