+35.0%
XLB vs BHP
+126.1%
-91.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | -2.9% | +0.9% | -3.8% | -3.3% |
| 30D | -3.4% | +4.0% | -7.4% | -4.9% |
| 3M | +1.6% | +11.3% | -9.7% | -2.9% |
| 6M | +3.6% | +29.3% | -25.7% | -7.0% |
| YTD | +14.2% | +59.2% | -45.0% | -5.8% |
| 1Y | +15.6% | +80.8% | -65.3% | -9.6% |
| 3Y | +33.1% | +88.0% | -54.9% | +0.2% |
| 5Y | +35.0% | +126.6% | -91.6% | -4.8% |
| All | +35.0% | +126.1% | -91.0% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling