+1,027.6%
FIX vs BHP
+119.2%
+908.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | +9.4% | -0.5% | +9.9% | +9.8% |
| 30D | -27.8% | -4.5% | -23.2% | -26.3% |
| 3M | -35.6% | -6.9% | -28.7% | -33.7% |
| 6M | -45.2% | -10.6% | -34.7% | -42.9% |
| YTD | +19.5% | +37.2% | -17.7% | +6.9% |
| 1Y | +24.2% | +48.0% | -23.8% | +8.5% |
| 3Y | +494.2% | +52.6% | +441.6% | +401.3% |
| All | +1,027.6% | +119.2% | +908.4% | +745.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling