+96.8%
CAT vs BHP
+77.6%
+19.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +2.9% | +0.9% | +2.0% | +2.4% |
| 30D | -2.6% | +4.0% | -6.7% | -5.0% |
| 3M | -10.7% | +11.3% | -21.9% | -16.6% |
| 6M | +16.1% | +29.3% | -13.2% | -2.1% |
| YTD | +43.2% | +59.2% | -16.0% | +8.0% |
| 1Y | +96.8% | +80.8% | +16.0% | +44.1% |
| All | +96.8% | +77.6% | +19.2% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling