+17.8%
CHRW vs BHP
+65.8%
-47.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.4% |
| 7D | -1.4% | -5.0% | +3.6% | -0.8% |
| 30D | -3.5% | +1.2% | -4.6% | -3.8% |
| 3M | -19.4% | +1.8% | -21.2% | -19.9% |
| 6M | -21.4% | +18.0% | -39.4% | -24.7% |
| YTD | -7.1% | +52.7% | -59.9% | -14.3% |
| 1Y | +17.8% | +66.0% | -48.2% | +7.4% |
| All | +17.8% | +65.8% | -47.9% | +7.4% |
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