+7.2%
XLP vs BHP
+76.4%
-69.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.6% |
| 7D | -1.4% | +1.3% | -2.7% | -1.4% |
| 30D | -1.3% | +4.0% | -5.3% | -1.2% |
| 3M | +1.8% | +12.3% | -10.5% | +2.1% |
| 6M | -0.8% | +30.8% | -31.6% | -1.7% |
| YTD | +9.5% | +58.8% | -49.2% | +9.5% |
| 1Y | +7.2% | +76.8% | -69.7% | +8.0% |
| All | +7.2% | +76.4% | -69.2% | +8.0% |
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 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