+2,336.0%
CLX vs BHP
+7,909.4%
-5,573.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -9.2% | -2.9% | -6.3% | -9.0% |
| 30D | -11.0% | +3.4% | -14.4% | -11.3% |
| 3M | +5.0% | +4.1% | +1.0% | +4.4% |
| 6M | -18.8% | +20.6% | -39.4% | -20.5% |
| YTD | -4.4% | +56.1% | -60.5% | -8.7% |
| 1Y | -21.9% | +69.6% | -91.5% | -26.0% |
| 3Y | -32.8% | +78.8% | -111.6% | -37.1% |
| 5Y | -34.6% | +113.1% | -147.6% | -40.5% |
| 10Y | -4.7% | +505.9% | -510.6% | -24.5% |
| All | +2,336.0% | +7,909.4% | -5,573.4% | +1,293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling