+177.7%
CHRW vs BHP
+498.2%
-320.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.6% | +2.6% |
| 7D | +4.4% | -3.7% | +8.1% | +5.2% |
| 30D | +5.5% | -0.8% | +6.3% | +5.5% |
| 3M | -17.3% | +7.6% | -24.9% | -19.2% |
| 6M | -12.7% | +20.8% | -33.5% | -17.6% |
| YTD | -4.1% | +50.8% | -54.9% | -14.7% |
| 1Y | +21.2% | +70.9% | -49.7% | +4.2% |
| 3Y | +88.9% | +78.0% | +10.9% | +58.1% |
| 5Y | +93.1% | +113.1% | -20.0% | +50.5% |
| All | +177.7% | +498.2% | -320.6% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling