+45.4%
XLB vs BHP
+58.3%
-12.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.1% |
| 7D | -1.6% | +2.4% | -4.0% | -2.5% |
| 30D | +7.2% | -5.4% | +12.6% | +9.2% |
| 3M | 0.0% | -6.9% | +6.9% | +2.3% |
| 6M | +2.3% | -4.3% | +6.6% | +3.0% |
| YTD | +18.4% | +41.6% | -23.2% | +1.9% |
| 1Y | +23.3% | +53.3% | -30.0% | +2.8% |
| All | +45.4% | +58.3% | -12.9% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling