+289.3%
FN vs BHP
+115.8%
+173.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.3% |
| 7D | -1.7% | -2.9% | +1.2% | -0.3% |
| 30D | -22.0% | +3.4% | -25.4% | -23.6% |
| 3M | -43.0% | +4.1% | -47.1% | -44.2% |
| 6M | -27.7% | +20.6% | -48.3% | -33.9% |
| YTD | -10.5% | +56.1% | -66.6% | -26.9% |
| 1Y | +12.5% | +69.6% | -57.1% | -11.3% |
| 3Y | +153.8% | +78.8% | +75.0% | +91.6% |
| All | +289.3% | +115.8% | +173.5% | +183.9% |
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