+92.4%
FOXA vs BHP
+193.2%
-100.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.8% | -3.6% | +4.4% | +1.9% |
| 30D | +5.0% | -1.2% | +6.2% | +5.2% |
| 3M | -3.0% | +1.2% | -4.2% | -4.1% |
| 6M | +14.8% | +21.4% | -6.6% | +6.0% |
| YTD | -8.9% | +50.4% | -59.3% | -22.6% |
| 1Y | +13.3% | +67.5% | -54.2% | -7.6% |
| 3Y | +115.4% | +72.8% | +42.6% | +69.4% |
| 5Y | +95.3% | +112.6% | -17.3% | +34.3% |
| All | +92.4% | +193.2% | -100.9% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling