+85.9%
EEM vs BHP
+71.6%
+14.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.3% | -3.6% | +2.4% | +0.4% |
| 30D | +2.1% | -1.2% | +3.3% | +2.4% |
| 3M | +1.0% | +1.2% | -0.2% | -0.1% |
| 6M | +15.9% | +21.4% | -5.5% | +5.6% |
| YTD | +24.6% | +50.4% | -25.8% | +3.7% |
| 1Y | +32.3% | +67.5% | -35.2% | +4.9% |
| 3Y | +85.9% | +72.8% | +13.1% | +41.8% |
| All | +85.9% | +71.6% | +14.3% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling