+111.8%
BHP vs EME
+575.5%
-463.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.3% |
| 7D | -3.6% | +3.5% | -7.1% | -4.5% |
| 30D | -1.2% | -6.3% | +5.1% | +0.2% |
| 3M | +1.2% | -3.8% | +4.9% | +1.4% |
| 6M | +21.4% | +8.5% | +12.9% | +18.3% |
| YTD | +50.4% | +27.8% | +22.6% | +41.1% |
| 1Y | +67.5% | +22.2% | +45.3% | +57.3% |
| 3Y | +72.8% | +253.5% | -180.7% | +13.3% |
| All | +111.8% | +575.5% | -463.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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