+191.8%
FN vs BHP
+119.3%
+72.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.1% |
| 7D | +20.8% | +2.5% | +18.3% | +19.7% |
| 30D | -17.3% | -5.2% | -12.1% | -14.5% |
| 3M | -38.1% | -8.7% | -29.4% | -35.1% |
| 6M | -44.2% | -6.9% | -37.4% | -42.0% |
| YTD | -22.3% | +39.0% | -61.2% | -32.8% |
| 1Y | -20.9% | +48.9% | -69.9% | -33.6% |
| 3Y | +111.1% | +55.4% | +55.7% | +69.8% |
| 5Y | +191.8% | +119.2% | +72.6% | +102.1% |
| All | +191.8% | +119.3% | +72.5% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling