+5,008.9%
FLEX vs BHP
+3,619.9%
+1,388.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.7% |
| 7D | -19.3% | +0.9% | -20.2% | -19.8% |
| 30D | -41.5% | -6.3% | -35.3% | -39.3% |
| 3M | -43.1% | -7.1% | -36.0% | -40.8% |
| 6M | -48.2% | -3.2% | -45.0% | -47.2% |
| YTD | +15.5% | +37.9% | -22.4% | -1.4% |
| 1Y | +10.2% | +49.7% | -39.5% | -9.7% |
| 3Y | +256.8% | +51.7% | +205.1% | +186.0% |
| 5Y | +408.2% | +122.0% | +286.2% | +218.9% |
| 10Y | +580.9% | +382.4% | +198.5% | +181.0% |
| All | +5,008.9% | +3,619.9% | +1,388.9% | +518.7% |
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