+64.3%
XLF vs BHP
+110.7%
-46.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -3.6% | +2.2% | -0.6% |
| 30D | -1.2% | -1.2% | 0.0% | -1.0% |
| 3M | +9.2% | +1.2% | +8.0% | +8.4% |
| 6M | +16.3% | +21.4% | -5.1% | +9.5% |
| YTD | +5.4% | +50.4% | -45.0% | -6.8% |
| 1Y | +7.6% | +67.5% | -59.9% | -8.0% |
| 3Y | +74.2% | +72.8% | +1.4% | +44.4% |
| All | +64.3% | +110.7% | -46.4% | +24.1% |
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