-82.4%
FRMI vs BHP
+71.9%
-154.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.7% | +9.8% | +9.5% |
| 7D | +23.3% | +1.3% | +22.1% | +21.7% |
| 30D | -7.6% | +4.0% | -11.6% | -11.3% |
| 3M | +0.2% | +12.3% | -12.1% | -13.8% |
| 6M | -28.7% | +30.8% | -59.5% | -50.0% |
| YTD | -28.6% | +58.8% | -87.4% | -58.9% |
| All | -82.4% | +71.9% | -154.4% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling