+7,006.5%
BHP vs EXPD
+30,172.0%
-23,165.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.4% |
| 7D | +0.9% | -7.2% | +8.1% | +3.1% |
| 30D | -6.3% | -3.3% | -3.0% | -5.4% |
| 3M | -7.1% | +3.4% | -10.5% | -8.3% |
| 6M | -3.2% | +22.7% | -25.9% | -9.4% |
| YTD | +37.9% | +24.5% | +13.4% | +27.3% |
| 1Y | +49.7% | +38.6% | +11.0% | +33.6% |
| 3Y | +51.7% | +71.5% | -19.8% | +25.4% |
| 5Y | +122.0% | +56.2% | +65.8% | +86.1% |
| 10Y | +382.4% | +310.5% | +71.9% | +203.4% |
| All | +7,006.5% | +30,172.0% | -23,165.5% | +2,948.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling