+2,072.5%
FTNT vs BHP
+496.8%
+1,575.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -0.1% | -3.6% | +3.5% | +1.1% |
| 30D | -3.0% | -1.2% | -1.8% | -2.8% |
| 3M | +7.6% | +1.2% | +6.4% | +6.4% |
| 6M | +87.0% | +21.4% | +65.5% | +71.4% |
| YTD | +96.5% | +50.4% | +46.1% | +64.8% |
| 1Y | +92.9% | +67.5% | +25.4% | +54.7% |
| 3Y | +139.8% | +72.8% | +67.0% | +84.2% |
| 5Y | +151.3% | +112.6% | +38.7% | +71.4% |
| All | +2,072.5% | +496.8% | +1,575.6% | +894.0% |
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