-5.3%
FSLY vs BHP
+195.0%
-200.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +3.0% |
| 7D | +7.5% | -3.7% | +11.3% | +9.7% |
| 30D | -21.1% | -0.8% | -20.2% | -21.1% |
| 3M | +21.8% | +7.6% | +14.2% | +15.5% |
| 6M | -0.1% | +20.8% | -20.9% | -10.9% |
| YTD | +123.1% | +50.8% | +72.3% | +72.4% |
| 1Y | +208.6% | +70.9% | +137.6% | +120.5% |
| 3Y | -1.3% | +78.0% | -79.3% | -32.0% |
| 5Y | -48.4% | +113.1% | -161.5% | -68.2% |
| All | -5.3% | +195.0% | -200.4% | -61.0% |
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