+502.5%
FIX vs BHP
+55.3%
+447.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.8% |
| 7D | +17.0% | +2.5% | +14.6% | +15.7% |
| 30D | -30.6% | -5.2% | -25.4% | -28.4% |
| 3M | -35.0% | -8.7% | -26.3% | -32.0% |
| 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% | -3.3% |
| All | +502.5% | +55.3% | +447.2% | +348.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling