+27.4%
EXPE vs BHP
+81.0%
-53.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -11.5% | +0.9% | -12.4% | -11.5% |
| 30D | -13.1% | +4.0% | -17.1% | -13.0% |
| 3M | +18.1% | +11.3% | +6.9% | +18.3% |
| 6M | +13.3% | +29.3% | -16.1% | +12.7% |
| YTD | -3.2% | +59.2% | -62.4% | -9.7% |
| All | +27.4% | +81.0% | -53.6% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling