+8,590.7%
FIX vs BHP
+2,658.3%
+5,932.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.7% | +5.7% | +8.0% |
| 7D | -7.2% | +3.5% | -10.7% | -8.5% |
| 30D | -35.1% | -4.5% | -30.6% | -33.9% |
| 3M | -34.3% | -6.4% | -27.9% | -32.8% |
| 6M | -42.9% | -0.1% | -42.9% | -43.0% |
| YTD | +19.5% | +43.0% | -23.6% | +5.0% |
| 1Y | +16.8% | +56.5% | -39.7% | -0.6% |
| 3Y | +506.7% | +62.0% | +444.7% | +402.1% |
| 5Y | +1,046.7% | +130.4% | +916.3% | +707.8% |
| 10Y | +3,800.0% | +349.1% | +3,450.9% | +2,036.4% |
| All | +8,590.7% | +2,658.3% | +5,932.4% | +2,347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling