+50.4%
EWJ vs BHP
+110.7%
-60.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.3% | -3.6% | +3.9% | +1.4% |
| 30D | +0.8% | -1.2% | +2.0% | +1.0% |
| 3M | +7.5% | +1.2% | +6.3% | +6.7% |
| 6M | +15.6% | +21.4% | -5.8% | +8.0% |
| YTD | +22.7% | +50.4% | -27.7% | +7.3% |
| 1Y | +26.4% | +67.5% | -41.1% | +6.8% |
| 3Y | +72.5% | +72.8% | -0.3% | +42.1% |
| All | +50.4% | +110.7% | -60.3% | +16.9% |
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 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