+34.1%
XLP vs BHP
+115.8%
-81.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | -2.9% | +1.9% | -0.7% |
| 30D | -0.9% | +3.4% | -4.3% | -1.3% |
| 3M | +3.8% | +4.1% | -0.3% | +3.2% |
| 6M | -1.7% | +20.6% | -22.3% | -4.4% |
| YTD | +10.3% | +56.1% | -45.8% | +3.4% |
| 1Y | +7.8% | +69.6% | -61.8% | -0.2% |
| 3Y | +27.2% | +78.8% | -51.6% | +15.4% |
| All | +34.1% | +115.8% | -81.8% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling