+8.1%
EWZ vs BHP
+53.4%
-45.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -0.9% | +0.7% |
| 7D | -4.1% | -2.5% | -1.5% | -3.2% |
| 30D | -25.0% | -7.7% | -17.3% | -22.6% |
| 3M | -10.6% | -6.4% | -4.3% | -8.7% |
| 6M | -16.6% | +5.2% | -21.8% | -20.6% |
| YTD | +2.5% | +38.3% | -35.8% | -14.1% |
| 1Y | +8.1% | +53.4% | -45.3% | -14.6% |
| All | +8.1% | +53.4% | -45.4% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling