+28.0%
CNH vs BHP
+65.8%
-37.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +5.1% |
| 7D | +23.3% | -5.0% | +28.3% | +25.8% |
| 30D | +33.5% | +1.2% | +32.3% | +32.7% |
| 3M | +32.7% | +1.8% | +30.9% | +31.0% |
| 6M | +22.2% | +18.0% | +4.2% | +11.0% |
| YTD | +57.7% | +52.7% | +5.0% | +31.5% |
| 1Y | +28.0% | +66.0% | -38.0% | +4.8% |
| All | +28.0% | +65.8% | -37.8% | +4.8% |
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 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