+421.5%
CARR vs BHP
+358.3%
+63.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -3.8% | -3.6% | -0.2% | -2.7% |
| 30D | -8.9% | -1.2% | -7.7% | -8.7% |
| 3M | -17.3% | +1.2% | -18.5% | -18.0% |
| 6M | -1.4% | +21.4% | -22.8% | -7.9% |
| YTD | +10.0% | +50.4% | -40.4% | -4.2% |
| 1Y | -6.4% | +67.5% | -73.9% | -21.2% |
| 3Y | +1.5% | +72.8% | -71.3% | -16.7% |
| 5Y | +9.3% | +112.6% | -103.3% | -16.8% |
| All | +421.5% | +358.3% | +63.2% | +274.9% |
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