+92.6%
CHRW vs BHP
+125.4%
-32.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +1.3% |
| 7D | +1.9% | +1.3% | +0.7% | +1.7% |
| 30D | +0.9% | +4.0% | -3.0% | -0.1% |
| 3M | -19.9% | +12.3% | -32.2% | -22.2% |
| 6M | -15.8% | +30.8% | -46.6% | -21.6% |
| YTD | -5.6% | +58.8% | -64.4% | -16.2% |
| 1Y | +21.0% | +76.8% | -55.8% | +4.5% |
| 3Y | +86.0% | +87.5% | -1.4% | +55.6% |
| All | +92.6% | +125.4% | -32.9% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling