+4,391.7%
XOM vs BHP
+8,071.5%
-3,679.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | 0.0% | +0.9% | -0.8% | -0.2% |
| 30D | +3.4% | +4.0% | -0.6% | +1.9% |
| 3M | +11.0% | +11.3% | -0.2% | +6.2% |
| 6M | +10.6% | +29.3% | -18.7% | -0.8% |
| YTD | +39.2% | +59.2% | -20.0% | +15.8% |
| 1Y | +52.7% | +80.8% | -28.1% | +21.1% |
| 3Y | +56.8% | +88.0% | -31.2% | +20.2% |
| 5Y | +261.8% | +126.6% | +135.1% | +154.6% |
| 10Y | +191.3% | +515.7% | -324.4% | +46.9% |
| All | +4,391.7% | +8,071.5% | -3,679.8% | +1,149.5% |
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 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