+128.8%
XLP vs BHP
+363.1%
-234.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.3% |
| 7D | +0.1% | +3.5% | -3.4% | -0.5% |
| 30D | +8.9% | -4.5% | +13.4% | +9.7% |
| 3M | +7.5% | -6.4% | +13.8% | +8.4% |
| 6M | +9.4% | -0.1% | +9.5% | +8.6% |
| YTD | +19.3% | +43.0% | -23.8% | +9.9% |
| 1Y | +21.7% | +56.5% | -34.8% | +10.1% |
| 3Y | +44.0% | +62.0% | -18.1% | +27.4% |
| 5Y | +42.8% | +130.4% | -87.6% | +13.7% |
| 10Y | +128.8% | +349.1% | -220.3% | +54.0% |
| All | +128.8% | +363.1% | -234.3% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling