+126.1%
EMB vs BHP
+239.9%
-113.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -0.7% | +2.5% | -3.1% | -0.9% |
| 30D | +0.5% | -5.2% | +5.8% | +1.0% |
| 3M | -2.5% | -8.7% | +6.2% | -1.7% |
| 6M | -2.0% | -6.9% | +4.8% | -1.6% |
| YTD | -0.9% | +39.0% | -39.8% | -4.4% |
| 1Y | -0.3% | +48.9% | -49.3% | -4.5% |
| 3Y | +29.2% | +55.4% | -26.2% | +22.5% |
| 5Y | +7.4% | +119.2% | -111.8% | -2.1% |
| 10Y | +35.8% | +340.5% | -304.7% | +14.8% |
| All | +126.1% | +239.9% | -113.7% | +82.9% |
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