+120.4%
XLK vs BHP
+71.6%
+48.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | +0.2% | -3.6% | +3.8% | +1.7% |
| 30D | -0.6% | -1.2% | +0.6% | -0.4% |
| 3M | +2.6% | +1.2% | +1.4% | +1.5% |
| 6M | +34.0% | +21.4% | +12.6% | +23.1% |
| YTD | +30.7% | +50.4% | -19.7% | +9.8% |
| 1Y | +39.2% | +67.5% | -28.3% | +11.7% |
| 3Y | +120.4% | +72.8% | +47.6% | +64.7% |
| All | +120.4% | +71.6% | +48.8% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling