+1,024.7%
XLE vs BHP
+5,440.3%
-4,415.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +2.2% | -2.9% | +5.1% | +3.6% |
| 30D | +11.8% | +3.4% | +8.4% | +9.7% |
| 3M | +9.8% | +4.1% | +5.8% | +6.3% |
| 6M | +15.6% | +20.6% | -5.0% | +2.5% |
| YTD | +45.3% | +56.1% | -10.8% | +13.1% |
| 1Y | +48.3% | +69.6% | -21.3% | +10.4% |
| 3Y | +55.4% | +78.8% | -23.4% | +9.6% |
| 5Y | +216.1% | +113.1% | +103.0% | +98.3% |
| 10Y | +178.4% | +505.9% | -327.5% | +6.4% |
| All | +1,024.7% | +5,440.3% | -4,415.5% | +143.1% |
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 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