+93.9%
FN vs BHP
+53.3%
+40.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -6.0% | -6.5% |
| 7D | +0.3% | -0.5% | +0.8% | +1.0% |
| 30D | -16.5% | -4.5% | -12.0% | -13.5% |
| 3M | -42.1% | -6.9% | -35.2% | -39.4% |
| 6M | -52.9% | -10.6% | -42.3% | -49.5% |
| YTD | -28.0% | +37.2% | -65.2% | -39.5% |
| 1Y | -18.5% | +48.0% | -66.5% | -34.2% |
| 3Y | +93.9% | +52.6% | +41.3% | +47.6% |
| All | +93.9% | +53.3% | +40.5% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling