+6.9%
FPS vs BHP
+38.3%
-31.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.4% |
| 7D | +5.3% | +0.9% | +4.4% | +4.4% |
| 30D | -17.6% | +4.0% | -21.6% | -21.2% |
| 3M | -45.8% | +11.3% | -57.0% | -51.8% |
| 6M | -10.1% | +29.3% | -39.4% | -32.9% |
| All | +6.9% | +38.3% | -31.4% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling