+794.1%
FN vs BHP
+330.6%
+463.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -3.7% |
| 7D | -4.1% | +3.8% | -7.9% | -5.5% |
| 30D | -28.3% | -6.5% | -21.9% | -25.6% |
| 3M | -33.9% | -8.5% | -25.4% | -30.9% |
| 6M | -43.9% | -2.2% | -41.7% | -43.1% |
| YTD | -23.4% | +40.0% | -63.5% | -34.2% |
| 1Y | -25.4% | +51.3% | -76.7% | -38.0% |
| 3Y | +107.9% | +56.5% | +51.4% | +67.1% |
| 5Y | +195.1% | +130.2% | +64.9% | +92.0% |
| 10Y | +794.1% | +336.5% | +457.6% | +337.7% |
| All | +794.1% | +330.6% | +463.5% | +337.7% |
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