+2,896.1%
FITB vs BHP
+7,909.4%
-5,013.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +0.6% | -2.9% | +3.5% | +1.9% |
| 30D | -4.7% | +3.4% | -8.1% | -6.4% |
| 3M | +6.7% | +4.1% | +2.6% | +3.6% |
| 6M | +12.6% | +20.6% | -8.0% | +1.6% |
| YTD | +19.1% | +56.1% | -36.9% | -4.8% |
| 1Y | +22.6% | +69.6% | -47.0% | -5.9% |
| 3Y | +127.1% | +78.8% | +48.3% | +66.5% |
| 5Y | +71.8% | +113.1% | -41.2% | +12.7% |
| 10Y | +287.2% | +505.9% | -218.7% | +59.7% |
| All | +2,896.1% | +7,909.4% | -5,013.3% | +685.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling