+39.7%
XOP vs BHP
+72.0%
-32.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +1.3% |
| 7D | +1.6% | -3.7% | +5.4% | +2.4% |
| 30D | +9.6% | -0.8% | +10.4% | +9.6% |
| 3M | +16.9% | +7.6% | +9.3% | +14.4% |
| 6M | +24.0% | +20.8% | +3.2% | +15.9% |
| YTD | +56.2% | +50.8% | +5.4% | +32.7% |
| 1Y | +51.8% | +70.9% | -19.1% | +21.9% |
| All | +39.7% | +72.0% | -32.3% | +7.0% |
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