+82.5%
XOP vs BHP
+551.4%
-468.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +2.6% | -2.9% | +5.5% | +4.6% |
| 30D | +15.4% | +3.4% | +12.1% | +12.5% |
| 3M | +12.1% | +4.1% | +8.0% | +6.7% |
| 6M | +19.7% | +20.6% | -0.9% | -0.1% |
| YTD | +52.4% | +56.1% | -3.7% | +5.1% |
| 1Y | +47.6% | +69.6% | -22.0% | -4.7% |
| 3Y | +34.4% | +78.8% | -44.4% | -20.0% |
| 5Y | +154.4% | +113.1% | +41.3% | +27.9% |
| 10Y | +54.7% | +505.9% | -451.2% | -61.8% |
| All | +82.5% | +551.4% | -468.9% | -61.3% |
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 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