+39.6%
XLC vs BHP
+119.3%
-79.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | +3.1% | +2.5% | +0.6% | +2.5% |
| 30D | -4.2% | -5.2% | +1.0% | -3.0% |
| 3M | -2.1% | -8.7% | +6.6% | -0.3% |
| 6M | -6.6% | -6.9% | +0.2% | -5.8% |
| YTD | -7.8% | +39.0% | -46.8% | -17.2% |
| 1Y | -4.1% | +48.9% | -53.0% | -15.6% |
| 3Y | +62.6% | +55.4% | +7.3% | +38.3% |
| 5Y | +39.6% | +119.2% | -79.6% | +8.4% |
| All | +39.6% | +119.3% | -79.7% | +8.4% |
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 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