-33.6%
CLX vs BHP
+87.4%
-121.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | -3.5% | +1.3% | -4.8% | -3.7% |
| 30D | -11.9% | +4.0% | -15.8% | -12.2% |
| 3M | -2.6% | +12.3% | -14.9% | -3.8% |
| 6M | -18.2% | +30.8% | -49.0% | -20.7% |
| YTD | -5.9% | +58.8% | -64.7% | -9.8% |
| 1Y | -23.8% | +76.8% | -100.7% | -27.6% |
| 3Y | -33.6% | +87.5% | -121.0% | -39.5% |
| All | -33.6% | +87.4% | -121.0% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling