+476.4%
BHP vs XHB
+215.4%
+261.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | -3.6% | -4.6% | +1.0% | -1.2% |
| 30D | -1.2% | -9.1% | +7.9% | +3.9% |
| 3M | +1.2% | -8.6% | +9.8% | +5.6% |
| 6M | +21.4% | -4.0% | +25.4% | +23.4% |
| YTD | +50.4% | -3.9% | +54.4% | +52.1% |
| 1Y | +67.5% | -16.5% | +84.0% | +82.0% |
| 3Y | +72.8% | +22.6% | +50.2% | +46.9% |
| 5Y | +112.6% | +33.9% | +78.7% | +66.2% |
| All | +476.4% | +215.4% | +261.1% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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