+1,097.3%
XLI vs BHP
+5,239.9%
-4,142.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.7% | -3.6% | +2.0% | -0.5% |
| 30D | -7.3% | -1.2% | -6.1% | -7.1% |
| 3M | -1.3% | +1.2% | -2.5% | -2.3% |
| 6M | +2.2% | +21.4% | -19.2% | -5.3% |
| YTD | +11.7% | +50.4% | -38.7% | -4.2% |
| 1Y | +14.3% | +67.5% | -53.2% | -5.8% |
| 3Y | +70.3% | +72.8% | -2.5% | +36.3% |
| 5Y | +82.3% | +112.6% | -30.3% | +31.4% |
| 10Y | +258.4% | +481.7% | -223.3% | +77.2% |
| All | +1,097.3% | +5,239.9% | -4,142.6% | +216.8% |
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