+131.7%
EMB vs BHP
+281.7%
-150.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.3% |
| 30D | -0.3% | +3.4% | -3.7% | -0.6% |
| 3M | -0.4% | +4.1% | -4.5% | -1.0% |
| 6M | +0.1% | +20.6% | -20.5% | -1.9% |
| YTD | +1.6% | +56.1% | -54.5% | -3.0% |
| 1Y | +5.6% | +69.6% | -64.0% | 0.0% |
| 3Y | +29.8% | +78.8% | -49.0% | +21.6% |
| 5Y | +7.3% | +113.1% | -105.8% | -2.0% |
| 10Y | +30.4% | +505.9% | -475.5% | +7.5% |
| All | +131.7% | +281.7% | -150.0% | +85.5% |
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