+11.4%
FPS vs BHP
+37.9%
-26.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.3% | +1.4% |
| 7D | +10.4% | +1.3% | +9.1% | +9.1% |
| 30D | -16.5% | +4.0% | -20.5% | -20.2% |
| 3M | -45.5% | +12.3% | -57.8% | -52.1% |
| 6M | +2.1% | +30.8% | -28.7% | -24.7% |
| All | +11.4% | +37.9% | -26.5% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling