+447.0%
FSLR vs BHP
+503.2%
-56.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.0% | -4.9% |
| 7D | +0.2% | +0.9% | -0.6% | -0.2% |
| 30D | -15.1% | +4.0% | -19.2% | -16.8% |
| 3M | -22.5% | +11.3% | -33.8% | -26.5% |
| 6M | +4.0% | +29.3% | -25.4% | -7.9% |
| YTD | -22.3% | +59.2% | -81.5% | -37.8% |
| 1Y | 0.0% | +80.8% | -80.8% | -24.6% |
| 3Y | +10.9% | +88.0% | -77.1% | -18.5% |
| 5Y | +105.4% | +126.6% | -21.3% | +32.9% |
| 10Y | +447.0% | +515.7% | -68.7% | +132.4% |
| All | +447.0% | +503.2% | -56.2% | +132.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling