+54.6%
FTI vs BHP
+53.4%
+1.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -5.9% | -3.9% |
| 7D | -9.7% | -2.5% | -7.1% | -9.2% |
| 30D | -8.2% | -7.7% | -0.5% | -6.7% |
| 3M | -7.8% | -6.4% | -1.5% | -6.8% |
| 6M | -13.4% | +5.2% | -18.6% | -15.6% |
| YTD | +45.1% | +38.3% | +6.7% | +25.3% |
| 1Y | +54.6% | +53.4% | +1.2% | +29.7% |
| All | +54.6% | +53.4% | +1.1% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling