+44.2%
XLU vs BHP
+110.7%
-66.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | -3.6% | +2.0% | -1.1% |
| 30D | -3.3% | -1.2% | -2.1% | -3.2% |
| 3M | -3.2% | +1.2% | -4.3% | -3.6% |
| 6M | -7.0% | +21.4% | -28.4% | -10.4% |
| YTD | +0.6% | +50.4% | -49.8% | -6.8% |
| 1Y | +2.4% | +67.5% | -65.1% | -7.0% |
| 3Y | +46.3% | +72.8% | -26.6% | +30.5% |
| All | +44.2% | +110.7% | -66.5% | +25.9% |
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