+6,046.1%
CRH vs BHP
+7,619.7%
-1,573.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.1% |
| 6M | -14.2% | +21.4% | -35.6% | -20.9% |
| YTD | -28.3% | +50.4% | -78.7% | -39.3% |
| 1Y | -21.8% | +67.5% | -89.3% | -36.7% |
| 3Y | +71.6% | +72.8% | -1.2% | +35.2% |
| 5Y | +96.6% | +112.6% | -16.0% | +39.5% |
| 10Y | +253.8% | +481.7% | -227.8% | +71.4% |
| All | +6,046.1% | +7,619.7% | -1,573.7% | +2,361.1% |
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