+804.7%
FN vs BHP
+345.2%
+459.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.2% | +4.7% | +5.3% |
| 7D | +8.0% | +2.4% | +5.6% | +7.2% |
| 30D | -19.1% | -5.4% | -13.8% | -16.5% |
| 3M | -29.8% | -6.9% | -23.0% | -27.3% |
| 6M | -43.2% | -4.3% | -38.9% | -41.8% |
| YTD | -18.9% | +41.6% | -60.6% | -30.7% |
| 1Y | -17.9% | +53.3% | -71.2% | -32.2% |
| 3Y | +120.1% | +58.4% | +61.8% | +75.9% |
| 5Y | +206.7% | +121.3% | +85.4% | +103.1% |
| 10Y | +804.7% | +349.0% | +455.7% | +338.1% |
| All | +804.7% | +345.2% | +459.5% | +338.1% |
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