+50.3%
EWZ vs BHP
+363.1%
-312.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | -0.2% |
| 7D | +1.4% | +3.5% | -2.1% | -0.6% |
| 30D | -25.1% | -4.5% | -20.6% | -23.4% |
| 3M | -7.7% | -6.4% | -1.4% | -4.8% |
| 6M | -15.8% | -0.1% | -15.8% | -17.6% |
| YTD | +3.6% | +43.0% | -39.4% | -19.0% |
| 1Y | +5.5% | +56.5% | -51.0% | -22.0% |
| 3Y | +22.1% | +62.0% | -39.9% | -14.8% |
| 5Y | +58.3% | +130.4% | -72.0% | -18.3% |
| 10Y | +50.3% | +349.1% | -298.8% | -52.4% |
| All | +50.3% | +363.1% | -312.8% | -52.4% |
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