-22.9%
CLX vs BHP
+121.5%
-144.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | +13.6% | +3.8% | +9.8% | +13.4% |
| 30D | +29.1% | -6.5% | +35.5% | +29.6% |
| 3M | +1.6% | -8.5% | +10.1% | +2.1% |
| 6M | +18.7% | -2.2% | +20.9% | +18.7% |
| YTD | +11.1% | +40.0% | -28.9% | +9.0% |
| 1Y | +7.0% | +51.3% | -44.3% | +4.6% |
| 3Y | -10.0% | +56.5% | -66.5% | -12.7% |
| All | -22.9% | +121.5% | -144.3% | -21.3% |
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