+1,779.1%
BHP vs XPO
+10,152.6%
-8,373.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +1.3% | +2.7% | -1.4% | +0.9% |
| 30D | +4.0% | -6.2% | +10.1% | +4.8% |
| 3M | +12.3% | -15.4% | +27.7% | +14.8% |
| 6M | +30.8% | +0.7% | +30.1% | +30.2% |
| YTD | +58.8% | +39.8% | +18.9% | +50.3% |
| 1Y | +76.8% | +43.3% | +33.5% | +66.3% |
| 3Y | +87.5% | +166.0% | -78.6% | +57.5% |
| 5Y | +123.9% | +274.2% | -150.3% | +74.3% |
| 10Y | +504.4% | +1,429.0% | -924.7% | +287.8% |
| All | +1,779.1% | +10,152.6% | -8,373.5% | +905.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling