-5.8%
XLC vs BHP
+53.4%
-59.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.2% |
| 7D | +1.8% | -2.5% | +4.3% | +2.0% |
| 30D | -6.0% | -7.7% | +1.7% | -5.3% |
| 3M | -6.0% | -6.4% | +0.4% | -5.6% |
| 6M | -9.1% | +5.2% | -14.2% | -10.5% |
| YTD | -10.0% | +38.3% | -48.3% | -14.1% |
| 1Y | -5.8% | +53.4% | -59.2% | -12.0% |
| All | -5.8% | +53.4% | -59.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling