+552.8%
XLP vs BHP
+4,795.1%
-4,242.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.5% |
| 7D | +0.7% | +0.9% | -0.2% | +0.6% |
| 30D | +10.3% | -6.3% | +16.5% | +11.3% |
| 3M | +6.5% | -7.1% | +13.7% | +7.5% |
| 6M | +8.4% | -3.2% | +11.6% | +8.2% |
| YTD | +18.2% | +37.9% | -19.7% | +11.1% |
| 1Y | +22.4% | +49.7% | -27.3% | +13.5% |
| 3Y | +41.9% | +51.7% | -9.8% | +29.9% |
| 5Y | +40.9% | +122.0% | -81.2% | +19.3% |
| 10Y | +128.4% | +382.4% | -254.0% | +66.6% |
| All | +552.8% | +4,795.1% | -4,242.3% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling