+626.9%
FLEX vs BHP
+330.6%
+296.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.3% |
| 7D | -13.6% | +3.8% | -17.5% | -15.5% |
| 30D | -36.5% | -6.5% | -30.0% | -33.5% |
| 3M | -36.4% | -8.5% | -27.9% | -32.7% |
| 6M | -46.5% | -2.2% | -44.3% | -45.7% |
| YTD | +25.9% | +40.0% | -14.1% | +4.4% |
| 1Y | +19.6% | +51.3% | -31.7% | -5.2% |
| 3Y | +287.0% | +56.5% | +230.5% | +194.5% |
| 5Y | +466.6% | +130.2% | +336.4% | +216.0% |
| 10Y | +626.9% | +336.5% | +290.4% | +185.7% |
| All | +626.9% | +330.6% | +296.3% | +185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling