-25.4%
FN vs BHP
+51.6%
-77.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -3.0% |
| 7D | -4.1% | +3.8% | -7.9% | -6.5% |
| 30D | -28.3% | -6.5% | -21.9% | -24.0% |
| 3M | -33.9% | -8.5% | -25.4% | -29.3% |
| 6M | -43.9% | -2.2% | -41.7% | -43.4% |
| YTD | -23.4% | +40.0% | -63.5% | -43.4% |
| 1Y | -25.4% | +51.3% | -76.7% | -48.7% |
| All | -25.4% | +51.6% | -77.0% | -48.7% |
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 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