+2,067.0%
FLUT vs BHP
+2,732.9%
-666.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +3.8% | +1.3% | +2.5% | +3.7% |
| 30D | +6.3% | +4.0% | +2.3% | +5.9% |
| 3M | -4.0% | +12.3% | -16.4% | -5.3% |
| 6M | -10.3% | +30.8% | -41.1% | -12.8% |
| YTD | -53.2% | +58.8% | -111.9% | -55.5% |
| 1Y | -65.0% | +76.8% | -141.9% | -67.1% |
| 3Y | -43.9% | +87.5% | -131.4% | -47.7% |
| 5Y | -49.2% | +123.9% | -173.1% | -53.5% |
| 10Y | -9.2% | +504.4% | -513.5% | -23.2% |
| All | +2,067.0% | +2,732.9% | -666.0% | +1,659.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling