+19.0%
EWZ vs BHP
+50.5%
-31.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | -24.5% | -6.3% | -18.3% | -22.7% |
| 3M | -10.7% | -7.1% | -3.6% | -8.4% |
| 6M | -19.1% | -3.2% | -15.9% | -19.1% |
| YTD | +1.6% | +37.9% | -36.3% | -12.6% |
| 1Y | +4.3% | +49.7% | -45.4% | -13.3% |
| 3Y | +19.0% | +51.7% | -32.7% | -3.6% |
| All | +19.0% | +50.5% | -31.6% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling