+34.8%
CTSH vs BHP
+333.8%
-298.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.2% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +1.4% | -4.5% | +5.9% | +2.5% |
| 3M | +7.5% | -6.9% | +14.3% | +9.1% |
| 6M | +39.6% | -10.6% | +50.1% | +42.4% |
| YTD | -22.3% | +37.2% | -59.5% | -33.5% |
| 1Y | -12.0% | +48.0% | -60.0% | -26.8% |
| 3Y | +1.8% | +52.6% | -50.8% | -18.3% |
| 5Y | -15.8% | +116.5% | -132.3% | -43.7% |
| All | +34.8% | +333.8% | -298.9% | -31.3% |
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