+6.5%
FIX vs BHP
+49.6%
-43.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +4.3% |
| 7D | -17.5% | +0.9% | -18.4% | -18.2% |
| 30D | -41.6% | -6.3% | -35.3% | -38.8% |
| 3M | -40.6% | -7.1% | -33.5% | -38.1% |
| 6M | -49.4% | -3.2% | -46.2% | -49.6% |
| YTD | +9.2% | +37.9% | -28.7% | -17.8% |
| 1Y | +6.5% | +49.7% | -43.2% | -24.7% |
| All | +6.5% | +49.6% | -43.2% | -24.7% |
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 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