+163.9%
XLE vs BHP
+330.6%
-166.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.5% |
| 7D | -6.7% | +3.8% | -10.5% | -8.6% |
| 30D | -4.4% | -6.5% | +2.1% | -1.6% |
| 3M | +4.0% | -8.5% | +12.5% | +7.7% |
| 6M | +13.2% | -2.2% | +15.3% | +11.0% |
| YTD | +41.9% | +40.0% | +1.9% | +11.1% |
| 1Y | +41.6% | +51.3% | -9.7% | +5.7% |
| 3Y | +64.0% | +56.5% | +7.4% | +15.1% |
| 5Y | +158.1% | +130.2% | +27.9% | +31.4% |
| 10Y | +163.9% | +336.5% | -172.6% | -4.7% |
| All | +163.9% | +330.6% | -166.7% | -4.7% |
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