+36.4%
EWZ vs BHP
+76.4%
-40.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.3% |
| 7D | +5.6% | +1.3% | +4.3% | +5.1% |
| 30D | +9.3% | +4.0% | +5.3% | +7.5% |
| 3M | +15.7% | +12.3% | +3.4% | +9.9% |
| 6M | +7.4% | +30.8% | -23.4% | -6.3% |
| YTD | +22.7% | +58.8% | -36.1% | +0.9% |
| 1Y | +36.4% | +76.8% | -40.5% | +9.1% |
| All | +36.4% | +76.4% | -40.0% | +9.1% |
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