+16.2%
FIX vs BHP
+49.1%
-32.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -1.5% |
| 7D | +16.9% | +2.5% | +14.5% | +15.2% |
| 30D | -30.6% | -5.2% | -25.4% | -27.8% |
| 3M | -35.1% | -8.7% | -26.4% | -31.3% |
| 6M | -44.0% | -6.9% | -37.1% | -42.3% |
| YTD | +21.0% | +39.0% | -17.9% | -8.7% |
| 1Y | +16.2% | +48.9% | -32.8% | -16.9% |
| All | +16.2% | +49.1% | -32.9% | -16.9% |
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