+10.0%
CNH vs BHP
+81.6%
-71.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +1.8% | +0.9% | +0.9% | +1.3% |
| 30D | +32.6% | +4.0% | +28.6% | +29.8% |
| 3M | +29.4% | +11.3% | +18.2% | +21.6% |
| 6M | +26.0% | +29.3% | -3.3% | +8.1% |
| YTD | +52.2% | +59.2% | -7.0% | +15.5% |
| 1Y | +23.9% | +80.8% | -57.0% | -13.1% |
| All | +10.0% | +81.6% | -71.7% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling