+1,244.2%
EWY vs BHP
+4,032.5%
-2,788.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.4% |
| 7D | +8.0% | +1.3% | +6.8% | +7.3% |
| 30D | +14.3% | +4.0% | +10.4% | +11.8% |
| 3M | +2.3% | +12.3% | -10.0% | -3.5% |
| 6M | +49.9% | +30.8% | +19.0% | +32.2% |
| YTD | +95.3% | +58.8% | +36.6% | +56.0% |
| 1Y | +161.7% | +76.8% | +84.9% | +97.3% |
| 3Y | +230.2% | +87.5% | +142.7% | +136.4% |
| 5Y | +148.1% | +123.9% | +24.2% | +54.7% |
| 10Y | +293.2% | +504.4% | -211.2% | +35.1% |
| All | +1,244.2% | +4,032.5% | -2,788.3% | +98.8% |
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