-52.9%
FPS vs BHP
-8.4%
-44.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +4.5% |
| 7D | -24.5% | +0.9% | -25.4% | -25.2% |
| 30D | -52.1% | -6.3% | -45.8% | -44.8% |
| All | -52.9% | -8.4% | -44.5% | -43.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling