+116.3%
CLF vs BHP
+509.4%
-393.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -3.5% |
| 7D | +6.5% | +1.3% | +5.2% | +5.1% |
| 30D | +0.2% | +4.0% | -3.7% | -4.3% |
| 3M | -3.1% | +12.3% | -15.4% | -14.9% |
| 6M | +25.0% | +30.8% | -5.8% | -6.7% |
| YTD | -7.5% | +58.8% | -66.2% | -44.3% |
| 1Y | +11.5% | +76.8% | -65.3% | -39.6% |
| 3Y | -13.7% | +87.5% | -101.2% | -57.0% |
| 5Y | -47.0% | +123.9% | -170.9% | -78.9% |
| 10Y | +116.3% | +504.4% | -388.1% | -73.9% |
| All | +116.3% | +509.4% | -393.1% | -73.9% |
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