+68.0%
CNH vs BHP
+232.9%
-165.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.2% |
| 7D | +23.3% | -2.9% | +26.2% | +25.3% |
| 30D | +33.5% | +3.4% | +30.1% | +30.9% |
| 3M | +32.7% | +4.1% | +28.6% | +28.7% |
| 6M | +22.2% | +20.6% | +1.6% | +8.7% |
| YTD | +57.7% | +56.1% | +1.6% | +20.4% |
| 1Y | +28.0% | +69.6% | -41.6% | -7.3% |
| 3Y | +11.5% | +78.8% | -67.3% | -22.9% |
| 5Y | +11.9% | +113.1% | -101.2% | -32.0% |
| 10Y | +162.8% | +505.9% | -343.1% | -8.4% |
| All | +68.0% | +232.9% | -165.0% | -31.0% |
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