-61.0%
FLNC vs BHP
+71.6%
-132.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.7% |
| 7D | -4.1% | -3.6% | -0.4% | -0.1% |
| 30D | -24.8% | -1.2% | -23.6% | -24.2% |
| 3M | -59.1% | +1.2% | -60.3% | -59.8% |
| 6M | -42.0% | +21.4% | -63.4% | -52.1% |
| YTD | -49.8% | +50.4% | -100.2% | -67.2% |
| 1Y | +43.1% | +67.5% | -24.4% | -14.4% |
| 3Y | -61.0% | +72.8% | -133.8% | -78.3% |
| All | -61.0% | +71.6% | -132.5% | -78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling