+90.3%
FOXA vs BHP
+209.5%
-119.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | -0.6% | +1.3% | -1.9% | -1.0% |
| 30D | +2.3% | +4.0% | -1.6% | +0.9% |
| 3M | -2.8% | +12.3% | -15.2% | -7.1% |
| 6M | +9.6% | +30.8% | -21.2% | -1.1% |
| YTD | -9.9% | +58.8% | -68.7% | -24.6% |
| 1Y | +5.4% | +76.8% | -71.5% | -15.4% |
| 3Y | +115.3% | +87.5% | +27.8% | +64.8% |
| 5Y | +93.1% | +123.9% | -30.8% | +30.8% |
| All | +90.3% | +209.5% | -119.2% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling