+14,817.8%
CAH vs BHP
+8,048.4%
+6,769.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.1% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | +1.7% | +4.0% | -2.2% | +0.9% |
| 3M | +17.9% | +12.3% | +5.6% | +14.7% |
| 6M | +10.9% | +30.8% | -19.9% | +4.1% |
| YTD | +17.9% | +58.8% | -40.9% | +6.0% |
| 1Y | +61.7% | +76.8% | -15.2% | +41.7% |
| 3Y | +183.7% | +87.5% | +96.3% | +141.3% |
| 5Y | +401.3% | +123.9% | +277.4% | +301.2% |
| 10Y | +293.7% | +504.4% | -210.7% | +151.0% |
| All | +14,817.8% | +8,048.4% | +6,769.4% | +7,048.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling