+155.8%
FTNT vs BHP
+112.0%
+43.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +2.5% |
| 7D | +1.6% | -3.7% | +5.3% | +2.6% |
| 30D | -1.9% | -0.8% | -1.0% | -1.9% |
| 3M | +14.4% | +7.6% | +6.8% | +11.4% |
| 6M | +88.7% | +20.8% | +67.9% | +76.4% |
| YTD | +100.0% | +50.8% | +49.3% | +73.2% |
| 1Y | +99.9% | +70.9% | +28.9% | +65.7% |
| 3Y | +147.9% | +78.0% | +69.9% | +95.9% |
| 5Y | +155.8% | +113.1% | +42.7% | +88.0% |
| All | +155.8% | +112.0% | +43.8% | +88.0% |
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 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