+3,653.2%
FIX vs BHP
+368.2%
+3,285.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +4.6% |
| 7D | -17.5% | +0.9% | -18.4% | -18.0% |
| 30D | -41.6% | -6.3% | -35.3% | -39.7% |
| 3M | -40.6% | -7.1% | -33.5% | -38.7% |
| 6M | -49.4% | -3.2% | -46.2% | -48.9% |
| YTD | +9.2% | +37.9% | -28.7% | -6.4% |
| 1Y | +6.5% | +49.7% | -43.2% | -12.1% |
| 3Y | +448.7% | +51.7% | +397.0% | +338.6% |
| 5Y | +948.7% | +122.0% | +826.7% | +547.6% |
| All | +3,653.2% | +368.2% | +3,285.0% | +1,558.8% |
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 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