-25.9%
FPS vs BHP
+21.6%
-47.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -2.7% |
| 7D | -20.9% | +3.8% | -24.7% | -23.6% |
| 30D | -46.3% | -6.5% | -39.9% | -41.9% |
| 3M | -42.9% | -8.5% | -34.4% | -37.3% |
| 6M | -46.8% | -2.2% | -44.6% | -46.2% |
| All | -25.9% | +21.6% | -47.5% | -41.2% |
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