+77.6%
XOP vs BHP
+472.6%
-395.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.8% |
| 7D | +6.3% | -0.5% | +6.8% | +6.5% |
| 30D | -6.6% | -4.5% | -2.1% | -4.3% |
| 3M | +3.6% | -6.9% | +10.4% | +7.0% |
| 6M | +10.8% | -10.6% | +21.3% | +14.6% |
| YTD | +48.3% | +37.2% | +11.1% | +10.2% |
| 1Y | +42.9% | +48.0% | -5.1% | +0.5% |
| 3Y | +43.3% | +52.6% | -9.3% | -5.6% |
| 5Y | +94.0% | +116.5% | -22.5% | -5.1% |
| 10Y | +53.7% | +334.9% | -281.2% | -52.9% |
| All | +77.6% | +472.6% | -395.1% | -59.4% |
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