+17,723.7%
CAT vs BHP
+6,976.6%
+10,747.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -10.3% | +0.9% | -11.2% | -10.8% |
| 30D | -31.2% | -6.3% | -24.9% | -29.1% |
| 3M | -34.7% | -7.1% | -27.5% | -32.6% |
| 6M | -39.5% | -3.2% | -36.3% | -39.0% |
| YTD | -1.7% | +37.9% | -39.5% | -15.8% |
| 1Y | -1.1% | +49.7% | -50.8% | -18.5% |
| 3Y | +143.9% | +51.7% | +92.2% | +96.9% |
| 5Y | +194.8% | +122.0% | +72.7% | +94.7% |
| 10Y | +739.8% | +382.4% | +357.4% | +285.7% |
| All | +17,723.7% | +6,976.6% | +10,747.1% | +3,285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling