+652.8%
FLEX vs BHP
+347.8%
+305.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.1% |
| 7D | +2.2% | +2.4% | -0.2% | +1.2% |
| 30D | -32.6% | -5.4% | -27.3% | -29.9% |
| 3M | -35.5% | -6.9% | -28.6% | -32.4% |
| 6M | -45.6% | -4.3% | -41.2% | -44.0% |
| YTD | +30.7% | +41.6% | -10.9% | +7.6% |
| 1Y | +28.4% | +53.3% | -24.9% | +0.9% |
| 3Y | +301.7% | +58.4% | +243.3% | +203.5% |
| 5Y | +473.3% | +121.3% | +352.0% | +228.5% |
| All | +652.8% | +347.8% | +305.0% | +193.1% |
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