+169.4%
XLV vs BHP
+496.8%
-327.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -3.6% | +0.1% | -2.8% |
| 30D | -1.8% | -1.2% | -0.6% | -1.7% |
| 3M | +7.8% | +1.2% | +6.6% | +7.1% |
| 6M | +9.1% | +21.4% | -12.3% | +3.3% |
| YTD | +7.7% | +50.4% | -42.7% | -3.5% |
| 1Y | +20.4% | +67.5% | -47.1% | +4.8% |
| 3Y | +30.8% | +72.8% | -42.1% | +11.1% |
| 5Y | +34.6% | +112.6% | -78.0% | +4.7% |
| All | +169.4% | +496.8% | -327.5% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling