+31.0%
XLB vs BHP
+124.0%
-93.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.3% |
| 3M | 0.0% | -6.9% | +6.9% | +2.4% |
| 6M | +2.3% | -4.3% | +6.6% | +3.0% |
| YTD | +18.4% | +41.6% | -23.2% | +1.5% |
| 1Y | +23.3% | +53.3% | -30.0% | +2.4% |
| 3Y | +45.2% | +58.4% | -13.2% | +16.1% |
| 5Y | +31.0% | +121.3% | -90.3% | -7.5% |
| All | +31.0% | +124.0% | -93.1% | -7.5% |
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 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