-21.7%
FN vs BHP
+54.8%
-76.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.7% | +8.1% | +8.8% |
| 7D | +16.3% | +3.5% | +12.8% | +13.2% |
| 30D | -24.7% | -4.5% | -20.3% | -21.6% |
| 3M | -34.9% | -6.4% | -28.6% | -31.8% |
| 6M | -41.1% | -0.1% | -41.0% | -41.7% |
| YTD | -19.6% | +43.0% | -62.6% | -41.6% |
| All | -21.7% | +54.8% | -76.5% | -47.1% |
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 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