+63.0%
XLC vs BHP
+55.3%
+7.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | +3.1% | +2.5% | +0.6% | +2.6% |
| 30D | -4.2% | -5.2% | +1.0% | -3.2% |
| 3M | -2.1% | -8.7% | +6.6% | -0.6% |
| 6M | -6.6% | -6.9% | +0.2% | -5.9% |
| YTD | -7.8% | +39.0% | -46.8% | -17.0% |
| 1Y | -4.1% | +48.9% | -53.0% | -15.5% |
| All | +63.0% | +55.3% | +7.7% | +34.9% |
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