+712.5%
CAT vs BHP
+363.1%
+349.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.7% | +3.5% | +5.1% |
| 7D | -2.4% | +3.5% | -5.9% | -4.3% |
| 30D | -25.0% | -4.5% | -20.5% | -23.0% |
| 3M | -28.7% | -6.4% | -22.4% | -26.3% |
| 6M | -33.0% | -0.1% | -32.9% | -33.6% |
| YTD | +5.4% | +43.0% | -37.6% | -15.0% |
| 1Y | +7.3% | +56.5% | -49.3% | -17.8% |
| 3Y | +166.0% | +62.0% | +104.0% | +95.3% |
| 5Y | +210.1% | +130.4% | +79.7% | +75.4% |
| 10Y | +712.5% | +349.1% | +363.5% | +203.1% |
| All | +712.5% | +363.1% | +349.4% | +203.1% |
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