-29.1%
FN vs BHP
+49.6%
-78.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.7% | +10.0% | +10.3% |
| 7D | 0.0% | +0.9% | -1.0% | -1.0% |
| 30D | -34.3% | -6.3% | -28.1% | -30.6% |
| 3M | -39.9% | -7.1% | -32.7% | -36.7% |
| 6M | -51.8% | -3.2% | -48.6% | -51.1% |
| YTD | -28.1% | +37.9% | -66.0% | -46.9% |
| 1Y | -29.1% | +49.7% | -78.8% | -52.3% |
| All | -29.1% | +49.6% | -78.7% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling