+818.6%
CTAS vs BHP
+339.3%
+479.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | +0.5% | +2.5% | -2.0% | -0.3% |
| 30D | +10.2% | -5.2% | +15.5% | +11.8% |
| 3M | +12.1% | -8.7% | +20.8% | +14.8% |
| 6M | +38.3% | -6.9% | +45.1% | +39.2% |
| YTD | +21.9% | +39.0% | -17.1% | +5.6% |
| 1Y | +24.0% | +48.9% | -24.9% | +4.7% |
| 3Y | +75.1% | +55.4% | +19.8% | +41.7% |
| 5Y | +116.9% | +119.2% | -2.3% | +44.0% |
| All | +818.6% | +339.3% | +479.2% | +345.7% |
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 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