+44.8%
XLP vs BHP
+53.3%
-8.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +7.3% | -4.5% | +11.8% | +7.6% |
| 3M | +8.1% | -6.9% | +15.0% | +8.5% |
| 6M | +10.5% | -10.6% | +21.0% | +11.3% |
| YTD | +21.2% | +37.2% | -16.0% | +15.6% |
| 1Y | +22.7% | +48.0% | -25.3% | +15.9% |
| 3Y | +44.8% | +52.6% | -7.8% | +33.1% |
| All | +44.8% | +53.3% | -8.5% | +33.1% |
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 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