+153.3%
XOP vs BHP
+110.7%
+42.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +2.6% | -3.6% | +6.2% | +4.0% |
| 30D | +9.6% | -1.2% | +10.8% | +9.8% |
| 3M | +20.4% | +1.2% | +19.2% | +18.7% |
| 6M | +19.9% | +21.4% | -1.5% | +6.7% |
| YTD | +56.4% | +50.4% | +6.0% | +23.4% |
| 1Y | +52.4% | +67.5% | -15.1% | +13.0% |
| 3Y | +39.9% | +72.8% | -32.9% | -1.8% |
| All | +153.3% | +110.7% | +42.6% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling