+513.3%
XRT vs BHP
+551.4%
-38.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.8% | -2.9% | +3.7% | +1.9% |
| 30D | -4.2% | +3.4% | -7.6% | -5.5% |
| 3M | +5.1% | +4.1% | +1.0% | +2.8% |
| 6M | +2.4% | +20.6% | -18.2% | -5.6% |
| YTD | +3.2% | +56.1% | -52.9% | -14.0% |
| 1Y | +1.5% | +69.6% | -68.1% | -18.1% |
| 3Y | +40.6% | +78.8% | -38.2% | +9.5% |
| 5Y | -1.0% | +113.1% | -114.0% | -29.9% |
| 10Y | +128.4% | +505.9% | -377.5% | +6.2% |
| All | +513.3% | +551.4% | -38.1% | +132.4% |
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