-59.6%
FLUT vs BHP
+46.1%
-105.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -1.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | +9.3% | -4.5% | +13.8% | +9.0% |
| 3M | -17.5% | -6.9% | -10.6% | -17.5% |
| 6M | -14.6% | -10.6% | -4.1% | -14.0% |
| YTD | -62.3% | +37.2% | -99.5% | -63.6% |
| 1Y | -59.6% | +48.0% | -107.7% | -61.9% |
| All | -59.6% | +46.1% | -105.8% | -61.9% |
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