-11.1%
CHRW vs BHP
+53.4%
-64.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | 0.0% |
| 7D | +4.9% | -2.5% | +7.4% | +5.2% |
| 30D | -4.8% | -7.7% | +2.9% | -4.0% |
| 3M | -13.1% | -6.4% | -6.8% | -13.0% |
| 6M | -16.3% | +5.2% | -21.5% | -19.5% |
| YTD | -15.8% | +38.3% | -54.1% | -25.6% |
| 1Y | -11.1% | +53.4% | -64.5% | -24.3% |
| All | -11.1% | +53.4% | -64.6% | -24.3% |
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 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