+826.4%
FN vs BHP
+363.1%
+463.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.7% | +8.1% | +10.0% |
| 7D | +16.3% | +3.5% | +12.8% | +14.4% |
| 30D | -24.7% | -4.5% | -20.3% | -22.7% |
| 3M | -34.9% | -6.4% | -28.6% | -32.8% |
| 6M | -41.1% | -0.1% | -41.0% | -40.9% |
| YTD | -19.6% | +43.0% | -62.6% | -31.6% |
| 1Y | -18.5% | +56.5% | -75.0% | -33.4% |
| 3Y | +119.1% | +62.0% | +57.1% | +73.2% |
| 5Y | +206.9% | +130.4% | +76.6% | +99.5% |
| 10Y | +826.4% | +349.1% | +477.4% | +350.4% |
| All | +826.4% | +363.1% | +463.3% | +350.4% |
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 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