+105.4%
EXE vs BHP
+112.0%
-6.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +1.9% |
| 7D | -2.2% | -3.7% | +1.5% | -1.1% |
| 30D | -0.8% | -0.8% | 0.0% | -0.8% |
| 3M | +10.0% | +7.6% | +2.4% | +6.5% |
| 6M | -6.3% | +20.8% | -27.1% | -14.2% |
| YTD | -10.7% | +50.8% | -61.4% | -25.9% |
| 1Y | +2.7% | +70.9% | -68.2% | -19.6% |
| 3Y | +19.1% | +78.0% | -58.9% | -11.7% |
| 5Y | +105.4% | +113.1% | -7.7% | +34.0% |
| All | +105.4% | +112.0% | -6.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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