+303.5%
EWY vs BHP
+496.8%
-193.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.4% |
| 7D | -0.1% | -3.6% | +3.5% | +1.9% |
| 30D | +7.3% | -1.2% | +8.5% | +7.8% |
| 3M | -5.1% | +1.2% | -6.3% | -5.7% |
| 6M | +42.1% | +21.4% | +20.6% | +30.8% |
| YTD | +94.1% | +50.4% | +43.7% | +61.6% |
| 1Y | +147.8% | +67.5% | +80.3% | +95.7% |
| 3Y | +222.9% | +72.8% | +150.1% | +146.4% |
| 5Y | +150.6% | +112.6% | +38.0% | +66.0% |
| All | +303.5% | +496.8% | -193.3% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling