-11.0%
FLUT vs BHP
+498.2%
-509.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.7% | 0.0% |
| 7D | -3.6% | -3.7% | +0.1% | -3.1% |
| 30D | -0.3% | -0.8% | +0.5% | -0.2% |
| 3M | -12.6% | +7.6% | -20.2% | -13.7% |
| 6M | -8.0% | +20.8% | -28.8% | -10.8% |
| YTD | -54.1% | +50.8% | -104.9% | -57.2% |
| 1Y | -66.1% | +70.9% | -137.0% | -69.0% |
| 3Y | -45.0% | +78.0% | -123.0% | -50.3% |
| 5Y | -51.2% | +113.1% | -164.3% | -56.7% |
| All | -11.0% | +498.2% | -509.2% | -16.1% |
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