+29.7%
EMB vs BHP
+498.2%
-468.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.1% |
| 7D | -1.1% | -3.7% | +2.6% | -0.6% |
| 30D | -1.1% | -0.8% | -0.2% | -1.0% |
| 3M | -0.8% | +7.6% | -8.4% | -2.0% |
| 6M | -0.1% | +20.8% | -20.8% | -3.1% |
| YTD | +0.4% | +50.8% | -50.3% | -5.7% |
| 1Y | +3.3% | +70.9% | -67.6% | -4.9% |
| 3Y | +29.0% | +78.0% | -49.0% | +17.1% |
| 5Y | +6.3% | +113.1% | -106.8% | -7.4% |
| All | +29.7% | +498.2% | -468.5% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling