+67.6%
EWZ vs BHP
+347.8%
-280.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.2% |
| 7D | +0.6% | +2.4% | -1.8% | -0.8% |
| 30D | -25.5% | -5.4% | -20.1% | -23.4% |
| 3M | -4.5% | -6.9% | +2.3% | -1.2% |
| 6M | -15.3% | -4.3% | -11.0% | -14.8% |
| YTD | +3.1% | +41.6% | -38.5% | -18.9% |
| 1Y | +1.2% | +53.3% | -52.1% | -24.3% |
| 3Y | +19.3% | +58.4% | -39.1% | -15.6% |
| 5Y | +52.3% | +121.3% | -69.0% | -19.3% |
| All | +67.6% | +347.8% | -280.2% | -46.4% |
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