-47.6%
FLUT vs BHP
+124.0%
-171.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.5% | +3.4% |
| 7D | +4.5% | +2.4% | +2.1% | +4.0% |
| 30D | +9.2% | -5.4% | +14.6% | +10.4% |
| 3M | -13.7% | -6.9% | -6.8% | -12.5% |
| 6M | -9.0% | -4.3% | -4.7% | -8.8% |
| YTD | -60.2% | +41.6% | -101.9% | -64.8% |
| 1Y | -63.1% | +53.3% | -116.4% | -68.2% |
| 3Y | -42.5% | +58.4% | -100.8% | -52.1% |
| 5Y | -47.6% | +121.3% | -168.8% | -61.0% |
| All | -47.6% | +124.0% | -171.6% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling