+206.5%
FITB vs BHP
+333.8%
-127.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.8% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | +9.8% | -4.5% | +14.3% | +12.2% |
| 3M | -5.2% | -6.9% | +1.7% | -2.3% |
| 6M | +17.3% | -10.6% | +27.9% | +21.7% |
| YTD | +19.3% | +37.2% | -17.9% | -4.0% |
| 1Y | +32.7% | +48.0% | -15.3% | +2.2% |
| 3Y | +141.6% | +52.6% | +89.0% | +76.6% |
| 5Y | +48.9% | +116.5% | -67.6% | -18.0% |
| All | +206.5% | +333.8% | -127.3% | +16.6% |
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