+266.6%
EW vs BHP
+339.3%
-72.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +4.9% | +2.5% | +2.5% | +4.2% |
| 30D | +24.1% | -5.2% | +29.3% | +25.8% |
| 3M | +13.7% | -8.7% | +22.4% | +16.1% |
| 6M | +32.7% | -6.9% | +39.6% | +34.0% |
| YTD | +24.1% | +39.0% | -14.8% | +10.8% |
| 1Y | +23.6% | +48.9% | -25.3% | +8.1% |
| 3Y | +64.8% | +55.4% | +9.4% | +39.0% |
| 5Y | -8.8% | +119.2% | -128.0% | -33.2% |
| All | +266.6% | +339.3% | -72.8% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling