+12,471.5%
FIX vs BHP
+2,909.9%
+9,561.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | -2.9% | +8.9% | +7.2% |
| 30D | -7.2% | +3.4% | -10.6% | -8.6% |
| 3M | -15.9% | +4.1% | -19.9% | -17.3% |
| 6M | +12.7% | +20.6% | -7.8% | +5.3% |
| YTD | +72.8% | +56.1% | +16.7% | +46.9% |
| 1Y | +122.9% | +69.6% | +53.3% | +83.9% |
| 3Y | +774.3% | +78.8% | +695.5% | +597.2% |
| 5Y | +2,049.5% | +113.1% | +1,936.4% | +1,453.1% |
| 10Y | +5,821.5% | +505.9% | +5,315.6% | +2,816.4% |
| All | +12,471.5% | +2,909.9% | +9,561.5% | +3,324.7% |
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