+58.3%
EMR vs BHP
+81.6%
-23.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.9% | +0.9% | 0.0% | +0.5% |
| 30D | -5.0% | +4.0% | -9.0% | -6.9% |
| 3M | +5.9% | +11.3% | -5.3% | +0.2% |
| 6M | +7.3% | +29.3% | -22.0% | -5.7% |
| YTD | +14.6% | +59.2% | -44.7% | -8.5% |
| 1Y | +15.6% | +80.8% | -65.2% | -12.9% |
| All | +58.3% | +81.6% | -23.3% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling