+73.2%
BHP vs XPO
+151.2%
-78.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.1% |
| 7D | -3.7% | -1.3% | -2.4% | -3.5% |
| 30D | -0.8% | -10.4% | +9.5% | +1.0% |
| 3M | +7.6% | -15.7% | +23.3% | +10.7% |
| 6M | +20.8% | -6.3% | +27.1% | +21.6% |
| YTD | +50.8% | +34.2% | +16.6% | +42.4% |
| 1Y | +70.9% | +39.9% | +31.0% | +59.8% |
| All | +73.2% | +151.2% | -78.0% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling