+111.0%
CTAS vs BHP
+121.9%
-10.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -1.0% | +4.0% | -5.0% | -1.7% |
| 3M | +15.8% | +12.3% | +3.5% | +13.2% |
| 6M | -1.0% | +30.8% | -31.8% | -6.4% |
| YTD | +7.4% | +58.8% | -51.3% | -2.7% |
| 1Y | -0.1% | +76.8% | -77.0% | -11.7% |
| 3Y | +66.3% | +87.5% | -21.2% | +42.5% |
| 5Y | +111.0% | +123.9% | -12.9% | +75.1% |
| All | +111.0% | +121.9% | -10.9% | +75.1% |
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 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