+130.4%
EXPE vs BHP
+339.3%
-209.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.4% |
| 7D | -4.2% | +2.5% | -6.7% | -5.4% |
| 30D | -4.5% | -5.2% | +0.7% | -2.3% |
| 3M | -19.7% | -8.7% | -11.0% | -16.8% |
| 6M | +18.3% | -6.9% | +25.1% | +20.0% |
| YTD | -7.3% | +39.0% | -46.3% | -25.2% |
| 1Y | -3.9% | +48.9% | -52.8% | -25.3% |
| 3Y | +123.0% | +55.4% | +67.6% | +64.5% |
| 5Y | +47.9% | +119.2% | -71.3% | -13.0% |
| All | +130.4% | +339.3% | -209.0% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling