+80.1%
CLF vs BHP
+363.1%
-283.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.7% | +3.3% | +3.2% |
| 7D | -14.1% | +3.5% | -17.6% | -17.1% |
| 30D | -5.5% | -4.5% | -1.1% | -1.2% |
| 3M | 0.0% | -6.4% | +6.4% | +5.9% |
| 6M | +11.3% | -0.1% | +11.3% | +9.8% |
| YTD | -7.7% | +43.0% | -50.7% | -38.2% |
| 1Y | +17.5% | +56.5% | -39.0% | -28.6% |
| 3Y | -25.4% | +62.0% | -87.5% | -56.5% |
| 5Y | -46.0% | +130.4% | -176.3% | -79.3% |
| 10Y | +80.1% | +349.1% | -269.0% | -69.5% |
| All | +80.1% | +363.1% | -283.0% | -69.5% |
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