+1,920.9%
XEL vs BHP
+8,048.4%
-6,127.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | -1.5% | +4.0% | -5.5% | -2.2% |
| 3M | -0.2% | +12.3% | -12.5% | -2.3% |
| 6M | -5.4% | +30.8% | -36.3% | -9.9% |
| YTD | +5.6% | +58.8% | -53.1% | -2.6% |
| 1Y | +10.5% | +76.8% | -66.4% | -0.1% |
| 3Y | +49.2% | +87.5% | -38.3% | +32.4% |
| 5Y | +30.1% | +123.9% | -93.8% | +10.3% |
| 10Y | +146.7% | +504.4% | -357.7% | +71.6% |
| All | +1,920.9% | +8,048.4% | -6,127.6% | +819.4% |
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 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