+30.3%
CLX vs BHP
+339.3%
-309.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.4% |
| 7D | +8.5% | +2.5% | +6.1% | +8.4% |
| 30D | +30.0% | -5.2% | +35.2% | +30.4% |
| 3M | +3.8% | -8.7% | +12.5% | +4.3% |
| 6M | +24.6% | -6.9% | +31.5% | +25.0% |
| YTD | +12.8% | +39.0% | -26.2% | +10.4% |
| 1Y | +8.6% | +48.9% | -40.4% | +6.0% |
| 3Y | -8.6% | +55.4% | -64.0% | -11.5% |
| 5Y | -21.8% | +119.2% | -141.0% | -26.0% |
| All | +30.3% | +339.3% | -309.1% | +15.0% |
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