+159.8%
XLB vs BHP
+496.8%
-337.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.8% | -3.6% | +0.8% | -1.3% |
| 30D | -3.1% | -1.2% | -1.9% | -2.8% |
| 3M | -0.2% | +1.2% | -1.4% | -1.3% |
| 6M | +3.1% | +21.4% | -18.3% | -6.6% |
| YTD | +13.3% | +50.4% | -37.1% | -7.2% |
| 1Y | +12.0% | +67.5% | -55.5% | -13.0% |
| 3Y | +31.4% | +72.8% | -41.4% | -1.6% |
| 5Y | +33.9% | +112.6% | -78.7% | -12.5% |
| All | +159.8% | +496.8% | -337.0% | +9.0% |
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