+122.9%
FIX vs BHP
+65.8%
+57.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +3.5% |
| 7D | +6.0% | -5.0% | +11.0% | +9.6% |
| 30D | -7.2% | +1.2% | -8.4% | -8.7% |
| 3M | -15.9% | +1.8% | -17.7% | -18.1% |
| 6M | +12.7% | +18.0% | -5.3% | -3.2% |
| YTD | +72.8% | +52.7% | +20.1% | +27.1% |
| 1Y | +122.9% | +66.0% | +56.9% | +56.9% |
| All | +122.9% | +65.8% | +57.1% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling