+4,283.7%
EMR vs BHP
+6,941.2%
-2,657.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +2.8% | -0.5% | +3.3% | +3.1% |
| 30D | +3.7% | -4.5% | +8.2% | +5.5% |
| 3M | +2.0% | -6.9% | +8.9% | +4.6% |
| 6M | +22.1% | -10.6% | +32.7% | +26.6% |
| YTD | +27.2% | +37.2% | -10.0% | +11.4% |
| 1Y | +32.0% | +48.0% | -16.0% | +12.2% |
| 3Y | +103.3% | +52.6% | +50.7% | +68.1% |
| 5Y | +88.2% | +116.5% | -28.2% | +32.2% |
| 10Y | +280.4% | +334.9% | -54.5% | +103.2% |
| All | +4,283.7% | +6,941.2% | -2,657.5% | +1,009.4% |
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 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