+3,604.4%
FIX vs BHP
+339.3%
+3,265.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.9% |
| 7D | +17.0% | +2.5% | +14.6% | +15.8% |
| 30D | -30.6% | -5.2% | -25.4% | -28.6% |
| 3M | -35.0% | -8.7% | -26.3% | -32.2% |
| 6M | -44.0% | -6.9% | -37.1% | -42.3% |
| YTD | +21.1% | +39.0% | -17.8% | +3.6% |
| 1Y | +16.3% | +48.9% | -32.7% | -3.7% |
| 3Y | +507.4% | +55.4% | +452.0% | +380.8% |
| 5Y | +1,052.1% | +119.2% | +932.8% | +619.1% |
| All | +3,604.4% | +339.3% | +3,265.1% | +1,573.6% |
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