+856.1%
EEM vs BHP
+2,465.4%
-1,609.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.8% |
| 7D | +3.1% | +1.3% | +1.8% | +2.3% |
| 30D | +4.9% | +4.0% | +0.9% | +2.4% |
| 3M | +5.2% | +12.3% | -7.1% | -1.9% |
| 6M | +20.7% | +30.8% | -10.1% | +3.2% |
| YTD | +26.5% | +58.8% | -32.3% | -3.4% |
| 1Y | +37.8% | +76.8% | -39.0% | -1.3% |
| 3Y | +91.0% | +87.5% | +3.5% | +28.7% |
| 5Y | +47.0% | +123.9% | -76.9% | -15.5% |
| 10Y | +125.6% | +504.4% | -378.8% | -35.1% |
| All | +856.1% | +2,465.4% | -1,609.3% | +28.9% |
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