+59.7%
XOM vs BHP
+72.0%
-12.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.3% |
| 7D | +1.9% | -3.7% | +5.6% | +2.3% |
| 30D | +4.1% | -0.8% | +4.9% | +4.1% |
| 3M | +10.4% | +7.6% | +2.8% | +8.9% |
| 6M | +13.0% | +20.8% | -7.8% | +8.1% |
| YTD | +40.1% | +50.8% | -10.7% | +26.1% |
| 1Y | +51.1% | +70.9% | -19.8% | +31.3% |
| All | +59.7% | +72.0% | -12.2% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling