+415.1%
XLF vs BHP
+5,536.5%
-5,121.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | +0.2% | +1.3% | -1.1% | -0.3% |
| 30D | -0.5% | +4.0% | -4.5% | -2.2% |
| 3M | +10.6% | +12.3% | -1.7% | +4.9% |
| 6M | +14.3% | +30.8% | -16.5% | +1.0% |
| YTD | +5.5% | +58.8% | -53.2% | -14.4% |
| 1Y | +9.6% | +76.8% | -67.3% | -15.2% |
| 3Y | +75.2% | +87.5% | -12.3% | +29.0% |
| 5Y | +65.5% | +123.9% | -58.4% | +8.8% |
| 10Y | +246.4% | +504.4% | -257.9% | +45.2% |
| All | +415.1% | +5,536.5% | -5,121.4% | +22.5% |
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