-36.8%
CLX vs BHP
+126.1%
-162.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | -4.9% | +0.9% | -5.8% | -5.0% |
| 30D | -15.8% | +4.0% | -19.8% | -16.0% |
| 3M | -7.9% | +11.3% | -19.2% | -8.6% |
| 6M | -19.0% | +29.3% | -48.4% | -20.5% |
| YTD | -7.9% | +59.2% | -67.2% | -10.4% |
| 1Y | -25.4% | +80.8% | -106.2% | -27.8% |
| 3Y | -35.0% | +88.0% | -123.0% | -37.5% |
| 5Y | -36.8% | +126.6% | -163.4% | -38.5% |
| All | -36.8% | +126.1% | -162.8% | -38.5% |
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