-0.5%
XRT vs BHP
+127.2%
-127.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | +4.1% | +3.8% | +0.3% | +2.9% |
| 30D | +9.9% | -6.5% | +16.4% | +12.1% |
| 3M | +2.3% | -8.5% | +10.8% | +4.8% |
| 6M | +9.6% | -2.2% | +11.7% | +8.9% |
| YTD | +9.1% | +40.0% | -30.9% | -5.4% |
| 1Y | +16.2% | +51.3% | -35.1% | -2.1% |
| 3Y | +60.1% | +56.5% | +3.5% | +30.3% |
| 5Y | -0.5% | +130.2% | -130.7% | -30.6% |
| All | -0.5% | +127.2% | -127.7% | -30.6% |
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