+45.7%
CNH vs BHP
+202.1%
-156.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.2% |
| 7D | +6.7% | +2.4% | +4.3% | +5.5% |
| 30D | +7.2% | -5.4% | +12.6% | +10.2% |
| 3M | +17.5% | -6.9% | +24.4% | +21.5% |
| 6M | +15.0% | -4.3% | +19.3% | +16.0% |
| YTD | +36.8% | +41.6% | -4.9% | +9.6% |
| 1Y | +27.6% | +53.3% | -25.7% | -2.3% |
| 3Y | +34.3% | +58.4% | -24.0% | -1.2% |
| 5Y | -12.2% | +121.3% | -133.5% | -47.9% |
| 10Y | +113.9% | +349.0% | -235.1% | -14.2% |
| All | +45.7% | +202.1% | -156.5% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling