+94.1%
CRH vs BHP
+110.7%
-16.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | -3.6% | -2.4% | -4.8% |
| 30D | -9.3% | -1.2% | -8.1% | -9.0% |
| 3M | -15.2% | +1.2% | -16.4% | -16.0% |
| 6M | -14.2% | +21.4% | -35.6% | -21.1% |
| YTD | -28.3% | +50.4% | -78.7% | -39.6% |
| 1Y | -21.8% | +67.5% | -89.3% | -37.1% |
| 3Y | +71.6% | +72.8% | -1.2% | +33.0% |
| All | +94.1% | +110.7% | -16.6% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling