-2.8%
EXPE vs BHP
+46.1%
-48.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | -6.1% | -4.5% | -1.6% | -6.2% |
| 3M | -21.3% | -6.9% | -14.4% | -21.4% |
| 6M | +19.0% | -10.6% | +29.6% | +18.3% |
| YTD | -8.4% | +37.2% | -45.6% | -14.5% |
| 1Y | -2.8% | +48.0% | -50.8% | -15.6% |
| All | -2.8% | +46.1% | -48.9% | -15.6% |
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