+671.2%
CTAS vs BHP
+498.2%
+173.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | +0.9% |
| 7D | -1.3% | -3.7% | +2.4% | -0.2% |
| 30D | -3.1% | -0.8% | -2.2% | -3.0% |
| 3M | +10.3% | +7.6% | +2.7% | +6.8% |
| 6M | +1.6% | +20.8% | -19.2% | -6.2% |
| YTD | +6.3% | +50.8% | -44.4% | -9.8% |
| 1Y | -0.5% | +70.9% | -71.4% | -19.6% |
| 3Y | +64.6% | +78.0% | -13.4% | +27.5% |
| 5Y | +106.0% | +113.1% | -7.1% | +40.7% |
| All | +671.2% | +498.2% | +173.0% | +241.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling