-68.4%
FLNC vs BHP
+53.4%
-121.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.6% | +7.6% | +7.3% |
| 7D | -2.1% | -2.5% | +0.4% | +0.7% |
| 30D | -20.8% | -7.7% | -13.1% | -13.3% |
| 3M | -61.3% | -6.4% | -55.0% | -59.3% |
| 6M | -50.9% | +5.2% | -56.0% | -53.1% |
| YTD | -69.4% | +38.3% | -107.7% | -79.7% |
| 1Y | -68.4% | +53.4% | -121.8% | -82.8% |
| All | -68.4% | +53.4% | -121.8% | -82.8% |
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