+476.4%
BHP vs XPO
+1,516.3%
-1,039.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -5.7% | +2.0% | -2.2% |
| 30D | -1.2% | -12.8% | +11.6% | +2.1% |
| 3M | +1.2% | -20.0% | +21.2% | +6.5% |
| 6M | +21.4% | -6.0% | +27.5% | +22.4% |
| YTD | +50.4% | +34.0% | +16.4% | +38.0% |
| 1Y | +67.5% | +35.6% | +32.0% | +52.3% |
| 3Y | +72.8% | +152.3% | -79.5% | +26.4% |
| 5Y | +112.6% | +264.4% | -151.8% | +32.4% |
| All | +476.4% | +1,516.3% | -1,039.9% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling