-44.3%
FLUT vs BHP
+81.6%
-125.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -2.6% | +0.9% | -3.5% | -2.7% |
| 30D | +5.4% | +4.0% | +1.3% | +4.7% |
| 3M | -10.8% | +11.3% | -22.0% | -12.6% |
| 6M | -9.2% | +29.3% | -38.5% | -14.6% |
| YTD | -53.8% | +59.2% | -113.0% | -59.7% |
| 1Y | -66.0% | +80.8% | -146.8% | -71.6% |
| All | -44.3% | +81.6% | -125.9% | -57.4% |
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