-29.4%
EW vs BHP
+121.9%
-151.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.3% | -3.9% |
| 7D | -4.4% | +1.3% | -5.7% | -4.7% |
| 30D | -3.3% | +4.0% | -7.3% | -4.2% |
| 3M | +1.0% | +12.3% | -11.3% | -1.8% |
| 6M | +6.2% | +30.8% | -24.6% | -0.6% |
| YTD | +1.7% | +58.8% | -57.0% | -9.0% |
| 1Y | +8.1% | +76.8% | -68.7% | -5.8% |
| 3Y | +17.1% | +87.5% | -70.4% | -1.6% |
| 5Y | -29.4% | +123.9% | -153.2% | -41.6% |
| All | -29.4% | +121.9% | -151.2% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling