+179.0%
XLE vs BHP
+501.5%
-322.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.2% |
| 7D | 0.0% | +1.3% | -1.3% | -0.6% |
| 30D | +12.6% | +4.0% | +8.7% | +10.1% |
| 3M | +11.8% | +12.3% | -0.5% | +3.7% |
| 6M | +16.1% | +30.8% | -14.8% | -3.1% |
| YTD | +46.9% | +58.8% | -11.9% | +8.7% |
| 1Y | +53.3% | +76.8% | -23.6% | +5.8% |
| 3Y | +54.9% | +87.5% | -32.5% | -1.0% |
| 5Y | +225.7% | +123.9% | +101.8% | +74.5% |
| All | +179.0% | +501.5% | -322.5% | -16.3% |
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