+31.8%
CLX vs BHP
+333.8%
-302.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.2% |
| 7D | +9.5% | -0.5% | +10.0% | +9.5% |
| 30D | +30.7% | -4.5% | +35.2% | +31.0% |
| 3M | +4.2% | -6.9% | +11.1% | +4.7% |
| 6M | +22.1% | -10.6% | +32.7% | +22.8% |
| YTD | +14.1% | +37.2% | -23.1% | +11.8% |
| 1Y | +10.3% | +48.0% | -37.7% | +7.7% |
| 3Y | -7.8% | +52.6% | -60.4% | -10.6% |
| 5Y | -20.8% | +116.5% | -137.3% | -25.1% |
| All | +31.8% | +333.8% | -302.0% | +16.5% |
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