+141.4%
XLC vs BHP
+273.4%
-132.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | +0.2% | +4.0% | -3.7% | -1.1% |
| 3M | +0.6% | +12.3% | -11.7% | -3.6% |
| 6M | -4.5% | +30.8% | -35.3% | -13.7% |
| YTD | -4.7% | +58.8% | -63.5% | -19.8% |
| 1Y | -1.7% | +76.8% | -78.5% | -20.6% |
| 3Y | +72.3% | +87.5% | -15.2% | +33.4% |
| 5Y | +37.8% | +123.9% | -86.1% | -4.0% |
| All | +141.4% | +273.4% | -132.0% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling