+14.8%
CNH vs BHP
+53.4%
-38.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -1.2% |
| 7D | +6.5% | -2.5% | +9.0% | +7.4% |
| 30D | -12.0% | -7.7% | -4.3% | -9.2% |
| 3M | +4.4% | -6.4% | +10.7% | +6.6% |
| 6M | +15.7% | +5.2% | +10.5% | +10.0% |
| YTD | +28.2% | +38.3% | -10.1% | +2.7% |
| 1Y | +14.8% | +53.4% | -38.6% | -16.1% |
| All | +14.8% | +53.4% | -38.7% | -16.1% |
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