-47.8%
CLF vs BHP
+115.8%
-163.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.1% |
| 7D | +7.6% | -2.9% | +10.5% | +10.6% |
| 30D | -1.2% | +3.4% | -4.6% | -4.7% |
| 3M | -13.4% | +4.1% | -17.4% | -17.1% |
| 6M | +15.4% | +20.6% | -5.2% | -3.8% |
| YTD | -5.9% | +56.1% | -61.9% | -39.2% |
| 1Y | +18.8% | +69.6% | -50.8% | -28.5% |
| 3Y | -19.4% | +78.8% | -98.2% | -54.6% |
| All | -47.8% | +115.8% | -163.6% | -74.5% |
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 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