+3.3%
EMB vs BHP
+71.4%
-68.1%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.3% |
| 7D | -1.1% | -3.7% | +2.6% | -0.8% |
| 30D | -1.1% | -0.8% | -0.2% | -1.0% |
| 3M | -0.8% | +7.6% | -8.4% | -1.6% |
| 6M | -0.1% | +20.8% | -20.8% | -2.3% |
| YTD | +0.4% | +50.8% | -50.3% | -3.0% |
| 1Y | +3.3% | +70.9% | -67.6% | -1.2% |
| All | +3.3% | +71.4% | -68.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling