-26.8%
FLUT vs BHP
+333.8%
-360.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +9.3% | -4.5% | +13.8% | +9.8% |
| 3M | -17.5% | -6.9% | -10.6% | -16.8% |
| 6M | -14.6% | -10.6% | -4.1% | -13.7% |
| YTD | -62.3% | +37.2% | -99.5% | -64.4% |
| 1Y | -59.6% | +48.0% | -107.7% | -62.4% |
| 3Y | -45.3% | +52.6% | -97.8% | -49.8% |
| 5Y | -50.4% | +116.5% | -166.9% | -55.7% |
| All | -26.8% | +333.8% | -360.6% | -30.2% |
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