+12.5%
OXY vs BHP
+34.6%
-22.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.2% |
| 7D | +0.6% | +0.9% | -0.3% | +0.9% |
| 30D | +4.5% | +4.0% | +0.5% | +5.9% |
| 3M | +8.9% | +11.3% | -2.4% | +13.8% |
| 6M | +12.5% | +29.3% | -16.9% | +33.8% |
| All | +12.5% | +34.6% | -22.2% | +33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling