+12.7%
EMR vs BHP
+71.4%
-58.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | +1.1% |
| 7D | -1.2% | -3.7% | +2.5% | +0.4% |
| 30D | -9.4% | -0.8% | -8.6% | -9.4% |
| 3M | +8.6% | +7.6% | +1.0% | +3.7% |
| 6M | +6.7% | +20.8% | -14.1% | -4.9% |
| YTD | +13.1% | +50.8% | -37.7% | -8.3% |
| 1Y | +12.7% | +70.9% | -58.2% | -12.4% |
| All | +12.7% | +71.4% | -58.7% | -12.4% |
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