+592.8%
FSLR vs BHP
+489.6%
+103.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.2% |
| 7D | -14.8% | -0.5% | -14.3% | -14.6% |
| 30D | -4.3% | -4.5% | +0.2% | -1.8% |
| 3M | -23.4% | -6.9% | -16.5% | -20.6% |
| 6M | -26.9% | -10.6% | -16.4% | -22.6% |
| YTD | -34.4% | +37.2% | -71.6% | -47.1% |
| 1Y | -33.2% | +48.0% | -81.2% | -48.6% |
| 3Y | +28.1% | +52.6% | -24.5% | -4.7% |
| 5Y | +54.5% | +116.5% | -61.9% | -14.1% |
| 10Y | +434.6% | +334.9% | +99.7% | +67.2% |
| All | +592.8% | +489.6% | +103.2% | +38.7% |
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