+25.0%
FLEX vs BHP
+53.4%
-28.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.6% | -14.9% | -14.8% |
| 7D | -17.0% | -2.5% | -14.4% | -15.2% |
| 30D | -33.8% | -7.7% | -26.1% | -28.4% |
| 3M | -39.0% | -6.4% | -32.7% | -35.8% |
| 6M | -15.9% | +5.2% | -21.1% | -21.3% |
| YTD | +27.8% | +38.3% | -10.5% | -4.7% |
| 1Y | +25.0% | +53.4% | -28.4% | -18.8% |
| All | +25.0% | +53.4% | -28.5% | -18.8% |
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