+548.6%
XRT vs BHP
+484.4%
+64.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | +4.1% | +3.8% | +0.3% | +2.7% |
| 30D | +9.9% | -6.5% | +16.4% | +12.4% |
| 3M | +2.3% | -8.5% | +10.8% | +5.1% |
| 6M | +9.6% | -2.2% | +11.7% | +9.0% |
| YTD | +9.1% | +40.0% | -30.9% | -5.7% |
| 1Y | +16.2% | +51.3% | -35.1% | -2.5% |
| 3Y | +60.1% | +56.5% | +3.5% | +30.5% |
| 5Y | -0.5% | +130.2% | -130.7% | -31.6% |
| 10Y | +145.1% | +336.5% | -191.4% | +27.9% |
| All | +548.6% | +484.4% | +64.3% | +154.8% |
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