+124.0%
EW vs BHP
+498.2%
-374.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.0% | +2.2% |
| 7D | -3.4% | -3.7% | +0.4% | -2.4% |
| 30D | -7.4% | -0.8% | -6.5% | -7.3% |
| 3M | +0.9% | +7.6% | -6.7% | -1.8% |
| 6M | +1.2% | +20.8% | -19.6% | -5.4% |
| YTD | +1.8% | +50.8% | -49.0% | -11.1% |
| 1Y | +10.8% | +70.9% | -60.1% | -7.0% |
| 3Y | +17.1% | +78.0% | -60.9% | -5.2% |
| 5Y | -28.2% | +113.1% | -141.3% | -46.9% |
| All | +124.0% | +498.2% | -374.2% | +14.9% |
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