+349.0%
BHP vs EXPD
+337.7%
+11.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | -0.1% |
| 7D | +2.4% | -1.6% | +4.0% | +3.1% |
| 30D | -5.4% | +0.6% | -6.0% | -5.8% |
| 3M | -6.9% | +9.8% | -16.7% | -11.1% |
| 6M | -4.3% | +25.8% | -30.1% | -14.3% |
| YTD | +41.6% | +31.3% | +10.4% | +22.4% |
| 1Y | +53.3% | +40.9% | +12.4% | +28.0% |
| 3Y | +58.4% | +74.7% | -16.4% | +15.6% |
| 5Y | +121.3% | +62.9% | +58.4% | +63.2% |
| 10Y | +349.0% | +334.3% | +14.6% | +86.0% |
| All | +349.0% | +337.7% | +11.3% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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