+609.2%
BHP vs XHB
+167.3%
+441.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +3.2% |
| 7D | +1.3% | +0.2% | +1.1% | +1.1% |
| 30D | +4.0% | -9.1% | +13.0% | +9.7% |
| 3M | +12.3% | -2.3% | +14.6% | +13.1% |
| 6M | +30.8% | -4.1% | +34.9% | +33.2% |
| YTD | +58.8% | -1.7% | +60.5% | +58.5% |
| 1Y | +76.8% | -15.1% | +91.9% | +91.7% |
| 3Y | +87.5% | +26.8% | +60.6% | +54.4% |
| 5Y | +123.9% | +37.3% | +86.5% | +68.5% |
| 10Y | +504.4% | +205.7% | +298.7% | +163.8% |
| All | +609.2% | +167.3% | +441.9% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling