-14.8%
CRH vs BHP
+53.4%
-68.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.1% | +4.8% |
| 7D | +14.2% | -2.5% | +16.7% | +15.0% |
| 30D | +19.5% | -7.7% | +27.2% | +22.5% |
| 3M | +0.4% | -6.4% | +6.7% | +2.2% |
| 6M | -10.1% | +5.2% | -15.3% | -12.8% |
| YTD | -19.9% | +38.3% | -58.3% | -25.2% |
| 1Y | -14.8% | +53.4% | -68.2% | -24.8% |
| All | -14.8% | +53.4% | -68.3% | -24.8% |
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