+2.0%
FISV vs BHP
+496.8%
-494.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -2.7% | -3.6% | +0.9% | -1.8% |
| 30D | 0.0% | -1.2% | +1.2% | +0.1% |
| 3M | -2.8% | +1.2% | -4.0% | -3.9% |
| 6M | -11.8% | +21.4% | -33.2% | -18.2% |
| YTD | -23.2% | +50.4% | -73.6% | -33.9% |
| 1Y | -62.0% | +67.5% | -129.5% | -68.6% |
| 3Y | -57.6% | +72.8% | -130.4% | -66.2% |
| 5Y | -53.4% | +112.6% | -166.0% | -66.8% |
| All | +2.0% | +496.8% | -494.9% | -50.0% |
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