-50.2%
FSLY vs BHP
+126.1%
-176.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.5% |
| 7D | +11.2% | +0.9% | +10.3% | +10.6% |
| 30D | -18.2% | +4.0% | -22.2% | -20.3% |
| 3M | +21.9% | +11.3% | +10.6% | +13.3% |
| 6M | +4.0% | +29.3% | -25.3% | -11.1% |
| YTD | +123.1% | +59.2% | +63.9% | +64.3% |
| 1Y | +196.9% | +80.8% | +116.0% | +100.2% |
| 3Y | -1.3% | +88.0% | -89.3% | -36.3% |
| 5Y | -50.2% | +126.6% | -176.9% | -70.8% |
| All | -50.2% | +126.1% | -176.3% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling