+143.7%
XLC vs BHP
+253.7%
-110.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.5% | -3.6% | +4.1% | +1.6% |
| 30D | +2.1% | -1.2% | +3.3% | +2.3% |
| 3M | +0.7% | +1.2% | -0.5% | -0.3% |
| 6M | -3.2% | +21.4% | -24.6% | -10.4% |
| YTD | -3.8% | +50.4% | -54.2% | -17.7% |
| 1Y | -2.0% | +67.5% | -69.5% | -19.5% |
| 3Y | +71.4% | +72.8% | -1.5% | +36.2% |
| 5Y | +40.7% | +112.6% | -71.9% | -0.4% |
| All | +143.7% | +253.7% | -110.0% | +24.4% |
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