+166.9%
XLE vs BHP
+119.2%
+47.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.4% |
| 7D | +5.4% | -0.5% | +5.9% | +5.5% |
| 30D | -3.9% | -4.5% | +0.6% | -2.8% |
| 3M | +7.0% | -6.9% | +13.9% | +8.8% |
| 6M | +14.2% | -10.6% | +24.8% | +16.6% |
| YTD | +48.2% | +37.2% | +11.0% | +26.3% |
| 1Y | +47.7% | +48.0% | -0.3% | +21.8% |
| 3Y | +70.0% | +52.6% | +17.4% | +34.4% |
| All | +166.9% | +119.2% | +47.7% | +70.1% |
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