+20.2%
CLF vs BHP
+53.4%
-33.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.6% | -11.8% | -11.2% |
| 7D | -7.9% | -2.5% | -5.4% | -6.3% |
| 30D | +5.2% | -7.7% | +13.0% | +12.0% |
| 3M | +4.3% | -6.4% | +10.7% | +8.7% |
| 6M | +25.3% | +5.2% | +20.1% | +19.5% |
| YTD | -3.3% | +38.3% | -41.6% | -21.2% |
| 1Y | +20.2% | +53.4% | -33.2% | -2.4% |
| All | +20.2% | +53.4% | -33.2% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling