+147.8%
XEL vs BHP
+496.8%
-349.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | -3.6% | +3.3% | +0.2% |
| 30D | -3.9% | -1.2% | -2.8% | -3.9% |
| 3M | -2.8% | +1.2% | -4.0% | -3.2% |
| 6M | -5.4% | +21.4% | -26.8% | -8.7% |
| YTD | +3.8% | +50.4% | -46.7% | -3.3% |
| 1Y | +6.8% | +67.5% | -60.7% | -2.2% |
| 3Y | +45.6% | +72.8% | -27.2% | +31.3% |
| 5Y | +30.7% | +112.6% | -81.9% | +12.0% |
| All | +147.8% | +496.8% | -349.0% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling