+89.7%
EXPE vs BHP
+125.4%
-35.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.6% | -8.5% |
| 7D | -9.8% | +1.3% | -11.0% | -10.2% |
| 30D | -11.5% | +4.0% | -15.5% | -12.9% |
| 3M | +21.7% | +12.3% | +9.4% | +15.8% |
| 6M | +10.4% | +30.8% | -20.4% | -2.5% |
| YTD | -2.5% | +58.8% | -61.3% | -22.5% |
| 1Y | +27.3% | +76.8% | -49.5% | -4.0% |
| 3Y | +153.5% | +87.5% | +66.1% | +79.6% |
| All | +89.7% | +125.4% | -35.8% | +17.4% |
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