-14.8%
CTSH vs BHP
+121.9%
-136.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.6% | -4.2% |
| 7D | -5.5% | +1.3% | -6.7% | -5.8% |
| 30D | +4.5% | +4.0% | +0.5% | +3.6% |
| 3M | +13.7% | +12.3% | +1.4% | +10.4% |
| 6M | -8.4% | +30.8% | -39.2% | -15.2% |
| YTD | -26.5% | +58.8% | -85.3% | -36.4% |
| 1Y | -13.9% | +76.8% | -90.8% | -28.1% |
| 3Y | -11.3% | +87.5% | -98.8% | -28.9% |
| 5Y | -14.8% | +123.9% | -138.7% | -35.7% |
| All | -14.8% | +121.9% | -136.7% | -35.7% |
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 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