+38.6%
EXPE vs BHP
+127.2%
-88.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.3% |
| 7D | -11.2% | +3.8% | -15.0% | -12.3% |
| 30D | -7.5% | -6.5% | -1.0% | -5.3% |
| 3M | -19.1% | -8.5% | -10.5% | -16.8% |
| 6M | +10.7% | -2.2% | +12.9% | +9.8% |
| YTD | -9.9% | +40.0% | -49.9% | -25.6% |
| 1Y | -4.6% | +51.3% | -55.9% | -24.1% |
| 3Y | +116.8% | +56.5% | +60.3% | +63.5% |
| 5Y | +38.6% | +130.2% | -91.6% | -20.9% |
| All | +38.6% | +127.2% | -88.7% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling