+5.8%
CAT vs BHP
+54.8%
-49.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.7% | +3.5% | +5.0% |
| 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% | -26.4% |
| 6M | -33.0% | -0.1% | -32.9% | -34.2% |
| YTD | +5.4% | +43.0% | -37.6% | -16.8% |
| All | +5.8% | +54.8% | -49.0% | -20.4% |
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 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