-14.6%
CRH vs BHP
+69.4%
-84.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.5% |
| 7D | -1.7% | -2.9% | +1.2% | -0.8% |
| 30D | -5.4% | +3.4% | -8.7% | -6.4% |
| 3M | -11.2% | +4.1% | -15.3% | -12.6% |
| 6M | -15.8% | +20.6% | -36.4% | -22.1% |
| YTD | -23.6% | +56.1% | -79.7% | -31.1% |
| 1Y | -14.6% | +69.6% | -84.2% | -24.7% |
| All | -14.6% | +69.4% | -84.0% | -24.7% |
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