+154.0%
CNH vs BHP
+496.8%
-342.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -5.7% | -3.6% | -2.1% | -3.7% |
| 30D | +26.6% | -1.2% | +27.7% | +27.3% |
| 3M | +31.1% | +1.2% | +29.9% | +29.1% |
| 6M | +24.9% | +21.4% | +3.5% | +9.3% |
| YTD | +48.7% | +50.4% | -1.7% | +13.3% |
| 1Y | +22.2% | +67.5% | -45.3% | -13.4% |
| 3Y | +7.4% | +72.8% | -65.4% | -26.8% |
| 5Y | +10.8% | +112.6% | -101.8% | -36.4% |
| All | +154.0% | +496.8% | -342.9% | -19.3% |
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