+3,912.1%
EMR vs BHP
+7,909.4%
-3,997.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | -1.5% | -2.9% | +1.4% | -0.4% |
| 30D | -5.6% | +3.4% | -9.0% | -7.0% |
| 3M | +7.9% | +4.1% | +3.9% | +5.7% |
| 6M | +6.0% | +20.6% | -14.6% | -2.0% |
| YTD | +16.4% | +56.1% | -39.6% | -2.9% |
| 1Y | +16.6% | +69.6% | -53.0% | -6.0% |
| 3Y | +62.9% | +78.8% | -15.9% | +26.7% |
| 5Y | +60.1% | +113.1% | -53.0% | +12.9% |
| 10Y | +268.7% | +505.9% | -237.1% | +74.4% |
| All | +3,912.1% | +7,909.4% | -3,997.3% | +867.0% |
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