+125.6%
EMB vs BHP
+235.5%
-109.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | +0.4% | -4.5% | +4.9% | +0.8% |
| 3M | -3.1% | -6.9% | +3.8% | -2.6% |
| 6M | -2.1% | -10.6% | +8.5% | -1.3% |
| YTD | -1.1% | +37.2% | -38.3% | -4.5% |
| 1Y | -0.1% | +48.0% | -48.1% | -4.2% |
| 3Y | +29.6% | +52.6% | -23.0% | +23.1% |
| 5Y | +7.2% | +116.5% | -109.3% | -2.2% |
| 10Y | +35.5% | +334.9% | -299.5% | +14.6% |
| All | +125.6% | +235.5% | -109.9% | +82.7% |
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