+160.3%
FN vs BHP
+76.8%
+83.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.4% |
| 7D | -1.7% | -2.9% | +1.2% | +0.1% |
| 30D | -22.0% | +3.4% | -25.4% | -24.0% |
| 3M | -43.0% | +4.1% | -47.1% | -44.6% |
| 6M | -27.7% | +20.6% | -48.3% | -35.8% |
| YTD | -10.5% | +56.1% | -66.6% | -30.8% |
| 1Y | +12.5% | +69.6% | -57.1% | -16.9% |
| All | +160.3% | +76.8% | +83.6% | +77.6% |
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