+178.5%
EXE vs BHP
+107.5%
+71.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | -0.3% | -2.9% | +2.6% | +0.7% |
| 30D | +8.5% | +3.4% | +5.1% | +7.1% |
| 3M | +5.5% | +4.1% | +1.4% | +3.3% |
| 6M | -5.9% | +20.6% | -26.5% | -13.6% |
| YTD | -9.7% | +56.1% | -65.8% | -26.0% |
| 1Y | +3.6% | +69.6% | -66.0% | -18.3% |
| 3Y | +18.0% | +78.8% | -60.8% | -11.9% |
| 5Y | +109.4% | +113.1% | -3.6% | +39.1% |
| All | +178.5% | +107.5% | +71.0% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling