+271.2%
EW vs BHP
+333.8%
-62.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.6% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +23.9% | -4.5% | +28.5% | +25.4% |
| 3M | +15.8% | -6.9% | +22.6% | +17.6% |
| 6M | +31.7% | -10.6% | +42.2% | +34.4% |
| YTD | +25.7% | +37.2% | -11.5% | +12.6% |
| 1Y | +24.4% | +48.0% | -23.6% | +9.0% |
| 3Y | +65.9% | +52.6% | +13.3% | +40.6% |
| 5Y | -7.6% | +116.5% | -124.1% | -32.1% |
| All | +271.2% | +333.8% | -62.5% | +118.0% |
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 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