+135.4%
XLP vs BHP
+330.6%
-195.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +2.3% | +3.8% | -1.5% | +1.7% |
| 30D | +9.1% | -6.5% | +15.6% | +10.3% |
| 3M | +7.9% | -8.5% | +16.4% | +9.3% |
| 6M | +9.6% | -2.2% | +11.8% | +9.1% |
| YTD | +19.4% | +40.0% | -20.6% | +10.4% |
| 1Y | +22.4% | +51.3% | -28.9% | +11.3% |
| 3Y | +43.2% | +56.5% | -13.4% | +27.5% |
| 5Y | +42.6% | +130.2% | -87.6% | +13.4% |
| 10Y | +135.4% | +336.5% | -201.1% | +59.0% |
| All | +135.4% | +330.6% | -195.2% | +59.0% |
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