+149.4%
EWT vs BHP
+110.7%
+38.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -1.1% | -3.6% | +2.5% | +0.3% |
| 30D | +4.5% | -1.2% | +5.6% | +4.7% |
| 3M | +8.3% | +1.2% | +7.1% | +7.2% |
| 6M | +54.2% | +21.4% | +32.8% | +42.3% |
| YTD | +74.6% | +50.4% | +24.2% | +48.3% |
| 1Y | +84.9% | +67.5% | +17.4% | +50.7% |
| 3Y | +197.5% | +72.8% | +124.7% | +135.3% |
| All | +149.4% | +110.7% | +38.7% | +86.0% |
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 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