+141.6%
FITB vs BHP
+53.3%
+88.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +9.8% | -4.5% | +14.3% | +11.1% |
| 3M | -5.2% | -6.9% | +1.7% | -3.6% |
| 6M | +17.3% | -10.6% | +27.9% | +20.0% |
| YTD | +19.3% | +37.2% | -17.9% | +3.6% |
| 1Y | +32.7% | +48.0% | -15.3% | +12.0% |
| 3Y | +141.6% | +52.6% | +89.0% | +93.0% |
| All | +141.6% | +53.3% | +88.2% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling