+119.6%
BHP vs XPO
+306.2%
-186.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | -0.5% | +9.0% | -9.5% | -2.2% |
| 30D | -4.5% | +4.2% | -8.7% | -5.4% |
| 3M | -6.9% | -8.7% | +1.8% | -5.5% |
| 6M | -10.6% | -2.8% | -7.8% | -10.6% |
| YTD | +37.2% | +41.9% | -4.7% | +26.8% |
| 1Y | +48.0% | +42.3% | +5.7% | +36.6% |
| 3Y | +52.6% | +127.3% | -74.7% | +23.2% |
| All | +119.6% | +306.2% | -186.6% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling