+591.5%
EWT vs BHP
+3,416.9%
-2,825.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.1% | +0.9% | +1.2% | +1.7% |
| 30D | +9.4% | +4.0% | +5.3% | +7.4% |
| 3M | +10.9% | +11.3% | -0.4% | +5.7% |
| 6M | +57.9% | +29.3% | +28.6% | +41.6% |
| YTD | +75.9% | +59.2% | +16.7% | +44.3% |
| 1Y | +89.7% | +80.8% | +8.9% | +47.4% |
| 3Y | +200.9% | +88.0% | +112.9% | +126.5% |
| 5Y | +154.5% | +126.6% | +27.9% | +70.9% |
| 10Y | +520.8% | +515.7% | +5.0% | +155.1% |
| All | +591.5% | +3,416.9% | -2,825.4% | +36.9% |
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 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