+46.0%
XOM vs BHP
+65.8%
-19.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.8% |
| 7D | +1.8% | -5.0% | +6.7% | +1.5% |
| 30D | +5.9% | +1.2% | +4.7% | +5.9% |
| 3M | +5.6% | +1.8% | +3.7% | +6.0% |
| 6M | +7.9% | +18.0% | -10.2% | +8.7% |
| YTD | +35.2% | +52.7% | -17.6% | +30.7% |
| 1Y | +46.0% | +66.0% | -20.0% | +40.2% |
| All | +46.0% | +65.8% | -19.8% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling