+80.4%
XLI vs BHP
+112.0%
-31.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.7% |
| 7D | -2.3% | -3.7% | +1.4% | -1.3% |
| 30D | -8.2% | -0.8% | -7.3% | -8.1% |
| 3M | +0.8% | +7.6% | -6.8% | -1.7% |
| 6M | +0.8% | +20.8% | -20.0% | -5.1% |
| YTD | +10.5% | +50.8% | -40.2% | -2.5% |
| 1Y | +14.1% | +70.9% | -56.8% | -2.9% |
| 3Y | +68.6% | +78.0% | -9.4% | +38.9% |
| 5Y | +80.4% | +113.1% | -32.7% | +41.6% |
| All | +80.4% | +112.0% | -31.6% | +41.6% |
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