+1,106.7%
XLY vs BHP
+5,239.9%
-4,133.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.7% | -3.6% | +1.9% | -0.6% |
| 30D | -4.2% | -1.2% | -3.0% | -4.0% |
| 3M | -2.7% | +1.2% | -3.9% | -3.5% |
| 6M | -0.6% | +21.4% | -22.0% | -7.4% |
| YTD | -5.0% | +50.4% | -55.4% | -17.7% |
| 1Y | -4.1% | +67.5% | -71.6% | -19.9% |
| 3Y | +33.6% | +72.8% | -39.2% | +9.2% |
| 5Y | +28.7% | +112.6% | -83.9% | -3.9% |
| 10Y | +219.6% | +481.7% | -262.1% | +68.4% |
| All | +1,106.7% | +5,239.9% | -4,133.2% | +237.7% |
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