+2,112.4%
FTI vs BHP
+3,283.5%
-1,171.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -3.2% |
| 7D | -0.2% | +1.3% | -1.5% | -1.0% |
| 30D | +12.3% | +4.0% | +8.4% | +9.2% |
| 3M | +13.8% | +12.3% | +1.5% | +4.1% |
| 6M | +24.3% | +30.8% | -6.5% | +1.6% |
| YTD | +75.8% | +58.8% | +17.0% | +26.3% |
| 1Y | +99.6% | +76.8% | +22.8% | +32.8% |
| 3Y | +278.4% | +87.5% | +191.0% | +133.7% |
| 5Y | +1,168.7% | +123.9% | +1,044.8% | +575.6% |
| 10Y | +297.5% | +504.4% | -206.8% | +21.2% |
| All | +2,112.4% | +3,283.5% | -1,171.1% | +313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling