+10.8%
XOP vs BHP
-9.1%
+19.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.7% |
| 7D | +6.3% | -0.5% | +6.8% | +6.3% |
| 30D | -6.6% | -4.5% | -2.1% | -7.0% |
| 3M | +3.6% | -6.9% | +10.4% | +2.9% |
| 6M | +10.8% | -10.6% | +21.3% | +9.3% |
| All | +10.8% | -9.1% | +19.8% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling