+910.3%
XBI vs BHP
+584.6%
+325.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | +0.2% |
| 7D | -4.6% | -3.7% | -0.9% | -3.4% |
| 30D | -0.8% | -0.8% | +0.1% | -0.6% |
| 3M | +21.8% | +7.6% | +14.2% | +18.3% |
| 6M | +23.2% | +20.8% | +2.4% | +14.6% |
| YTD | +28.7% | +50.8% | -22.0% | +10.6% |
| 1Y | +67.8% | +70.9% | -3.1% | +37.6% |
| 3Y | +100.6% | +78.0% | +22.6% | +59.9% |
| 5Y | +19.8% | +113.1% | -93.3% | -12.7% |
| 10Y | +159.7% | +483.0% | -323.3% | +29.3% |
| All | +910.3% | +584.6% | +325.7% | +325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling