+295.8%
FTI vs BHP
+496.8%
-201.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | -4.4% | -3.6% | -0.8% | -2.0% |
| 30D | +1.5% | -1.2% | +2.7% | +1.7% |
| 3M | +8.2% | +1.2% | +7.0% | +5.4% |
| 6M | +18.8% | +21.4% | -2.6% | -1.2% |
| YTD | +71.7% | +50.4% | +21.3% | +20.2% |
| 1Y | +90.0% | +67.5% | +22.5% | +21.2% |
| 3Y | +270.5% | +72.8% | +197.7% | +117.5% |
| 5Y | +1,084.5% | +112.6% | +971.9% | +436.6% |
| All | +295.8% | +496.8% | -201.0% | -5.8% |
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 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