+349.1%
BHP vs EXPD
+334.2%
+14.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.5% |
| 7D | +3.5% | -5.5% | +9.0% | +5.9% |
| 30D | -4.5% | -1.9% | -2.6% | -3.8% |
| 3M | -6.4% | +6.1% | -12.4% | -9.2% |
| 6M | -0.1% | +21.6% | -21.7% | -9.1% |
| YTD | +43.0% | +27.9% | +15.1% | +25.1% |
| 1Y | +56.5% | +39.4% | +17.1% | +31.2% |
| 3Y | +62.0% | +72.7% | -10.6% | +18.8% |
| 5Y | +130.4% | +60.3% | +70.1% | +70.9% |
| 10Y | +349.1% | +332.6% | +16.5% | +83.1% |
| All | +349.1% | +334.2% | +14.9% | +83.1% |
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