+1,072.7%
FTI vs BHP
+112.0%
+960.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -0.5% |
| 7D | -5.6% | -3.7% | -1.9% | -4.0% |
| 30D | +0.4% | -0.8% | +1.3% | +0.5% |
| 3M | +8.1% | +7.6% | +0.5% | +3.3% |
| 6M | +16.7% | +20.8% | -4.1% | +4.0% |
| YTD | +70.0% | +50.8% | +19.2% | +34.4% |
| 1Y | +85.4% | +70.9% | +14.5% | +36.5% |
| 3Y | +265.9% | +78.0% | +187.9% | +152.4% |
| 5Y | +1,072.7% | +113.1% | +959.7% | +641.4% |
| All | +1,072.7% | +112.0% | +960.8% | +641.4% |
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