-93.2%
FRMI vs BHP
+53.4%
-146.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.6% | -13.1% | -13.6% |
| 7D | -39.7% | -2.5% | -37.2% | -38.0% |
| 30D | -55.2% | -7.7% | -47.5% | -50.8% |
| 3M | -71.2% | -6.4% | -64.8% | -68.9% |
| 6M | -64.1% | +5.2% | -69.3% | -68.2% |
| YTD | -77.2% | +38.3% | -115.6% | -87.1% |
| 1Y | -93.2% | +53.4% | -146.5% | -96.5% |
| All | -93.2% | +53.4% | -146.6% | -96.5% |
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