+43.4%
XLK vs BHP
+65.8%
-22.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.7% |
| 7D | +0.9% | -5.0% | +5.8% | +3.0% |
| 30D | +0.7% | +1.2% | -0.4% | 0.0% |
| 3M | -2.9% | +1.8% | -4.8% | -4.4% |
| 6M | +34.3% | +18.0% | +16.2% | +24.4% |
| YTD | +30.4% | +52.7% | -22.3% | +11.1% |
| 1Y | +43.4% | +66.0% | -22.6% | +18.1% |
| All | +43.4% | +65.8% | -22.4% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling