+74.6%
CLF vs BHP
+333.8%
-259.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -1.9% |
| 7D | +10.4% | -0.5% | +10.9% | +10.9% |
| 30D | +0.6% | -4.5% | +5.1% | +5.2% |
| 3M | +4.1% | -6.9% | +11.0% | +10.8% |
| 6M | +15.1% | -10.6% | +25.7% | +27.5% |
| YTD | -4.7% | +37.2% | -41.9% | -33.5% |
| 1Y | +20.4% | +48.0% | -27.7% | -22.7% |
| 3Y | -23.4% | +52.6% | -75.9% | -52.5% |
| 5Y | -43.3% | +116.5% | -159.7% | -76.8% |
| All | +74.6% | +333.8% | -259.1% | -69.4% |
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 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