+154.8%
EXPE vs BHP
+81.6%
+73.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -11.5% | +0.9% | -12.4% | -11.7% |
| 30D | -13.1% | +4.0% | -17.1% | -14.0% |
| 3M | +18.1% | +11.3% | +6.9% | +14.4% |
| 6M | +13.3% | +29.3% | -16.1% | +3.6% |
| YTD | -3.2% | +59.2% | -62.4% | -20.1% |
| 1Y | +26.1% | +80.8% | -54.7% | -2.0% |
| All | +154.8% | +81.6% | +73.1% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling