+53.4%
BHP vs XPO
+38.8%
+14.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | -2.5% | +3.5% | -6.0% | -3.4% |
| 30D | -7.7% | +2.8% | -10.5% | -8.4% |
| 3M | -6.4% | -7.5% | +1.1% | -4.9% |
| 6M | +5.2% | -5.9% | +11.1% | +6.0% |
| YTD | +38.3% | +38.4% | -0.1% | +26.9% |
| 1Y | +53.4% | +33.7% | +19.7% | +41.6% |
| All | +53.4% | +38.8% | +14.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling