+84.1%
EWZ vs BHP
+509.4%
-425.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.0% |
| 7D | +5.6% | +1.3% | +4.3% | +4.8% |
| 30D | +9.3% | +4.0% | +5.3% | +6.6% |
| 3M | +15.7% | +12.3% | +3.4% | +7.1% |
| 6M | +7.4% | +30.8% | -23.4% | -10.2% |
| YTD | +22.7% | +58.8% | -36.1% | -9.2% |
| 1Y | +36.4% | +76.8% | -40.5% | -6.0% |
| 3Y | +50.4% | +87.5% | -37.1% | -3.5% |
| 5Y | +67.6% | +123.9% | -56.3% | -10.1% |
| 10Y | +84.1% | +504.4% | -420.3% | -52.9% |
| All | +84.1% | +509.4% | -425.4% | -52.9% |
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