+130.7%
FIX vs BHP
+76.4%
+54.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.2% |
| 7D | +6.1% | +1.3% | +4.8% | +5.2% |
| 30D | -2.7% | +4.0% | -6.6% | -5.8% |
| 3M | -10.9% | +12.3% | -23.2% | -18.8% |
| 6M | +29.0% | +30.8% | -1.8% | +3.7% |
| YTD | +76.9% | +58.8% | +18.1% | +27.3% |
| 1Y | +130.7% | +76.8% | +53.9% | +59.6% |
| All | +130.7% | +76.4% | +54.4% | +59.6% |
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 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