-55.6%
FN vs BHP
+1.4%
-57.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.9% | -12.3% | -12.8% |
| 7D | -16.0% | -4.0% | -12.0% | -13.4% |
| 30D | -40.1% | -9.7% | -30.4% | -35.3% |
| 3M | -43.9% | -10.2% | -33.7% | -39.9% |
| 6M | -55.6% | +1.3% | -57.0% | -55.8% |
| All | -55.6% | +1.4% | -57.0% | -55.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling