+152.2%
EWJ vs BHP
+3,151.2%
-2,999.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.0% | +0.9% | +0.1% | +0.7% |
| 30D | +1.0% | +4.0% | -3.0% | -0.4% |
| 3M | +7.2% | +11.3% | -4.0% | +3.4% |
| 6M | +13.9% | +29.3% | -15.4% | +4.5% |
| YTD | +20.8% | +59.2% | -38.4% | +3.6% |
| 1Y | +26.4% | +80.8% | -54.5% | +3.9% |
| 3Y | +71.8% | +88.0% | -16.2% | +37.8% |
| 5Y | +49.9% | +126.6% | -76.8% | +10.2% |
| 10Y | +140.0% | +515.7% | -375.8% | +22.0% |
| All | +152.2% | +3,151.2% | -2,999.0% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling