+124.8%
XRT vs BHP
+503.2%
-378.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -6.9% | +4.0% | -11.0% | -8.5% |
| 3M | -0.4% | +11.3% | -11.7% | -5.1% |
| 6M | +2.2% | +29.3% | -27.1% | -9.0% |
| YTD | -0.7% | +59.2% | -59.9% | -19.2% |
| 1Y | -2.0% | +80.8% | -82.8% | -24.6% |
| 3Y | +41.0% | +88.0% | -47.0% | +4.8% |
| 5Y | -3.3% | +126.6% | -129.9% | -36.1% |
| 10Y | +124.8% | +515.7% | -390.9% | -0.4% |
| All | +124.8% | +503.2% | -378.3% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling