+69.8%
FITB vs BHP
+112.0%
-42.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.8% | +2.4% |
| 7D | -1.0% | -3.7% | +2.7% | +0.3% |
| 30D | -5.5% | -0.8% | -4.7% | -5.5% |
| 3M | +4.1% | +7.6% | -3.5% | +0.4% |
| 6M | +18.7% | +20.8% | -2.1% | +8.4% |
| YTD | +18.2% | +50.8% | -32.6% | -2.2% |
| 1Y | +23.7% | +70.9% | -47.3% | -3.0% |
| 3Y | +130.8% | +78.0% | +52.8% | +73.8% |
| 5Y | +69.8% | +113.1% | -43.3% | +14.8% |
| All | +69.8% | +112.0% | -42.2% | +14.8% |
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