+695.3%
CAT vs BHP
+339.3%
+356.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.7% |
| 7D | +9.3% | +2.5% | +6.9% | +7.9% |
| 30D | -21.5% | -5.2% | -16.3% | -19.1% |
| 3M | -29.1% | -8.7% | -20.4% | -25.6% |
| 6M | -33.4% | -6.9% | -26.5% | -31.3% |
| YTD | +6.6% | +39.0% | -32.4% | -12.6% |
| 1Y | +6.5% | +48.9% | -42.4% | -16.0% |
| 3Y | +162.7% | +55.4% | +107.3% | +97.5% |
| 5Y | +214.2% | +119.2% | +95.0% | +83.2% |
| All | +695.3% | +339.3% | +356.0% | +202.3% |
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