+287.5%
CAH vs BHP
+496.8%
-209.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.1% | -3.6% | -1.5% | -4.3% |
| 30D | +0.2% | -1.2% | +1.4% | +0.3% |
| 3M | +6.3% | +1.2% | +5.1% | +5.5% |
| 6M | +9.4% | +21.4% | -12.0% | +3.1% |
| YTD | +15.0% | +50.4% | -35.5% | +2.3% |
| 1Y | +55.4% | +67.5% | -12.1% | +34.0% |
| 3Y | +173.8% | +72.8% | +101.0% | +127.8% |
| 5Y | +395.2% | +112.6% | +282.6% | +267.5% |
| All | +287.5% | +496.8% | -209.4% | +102.8% |
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