+2,730.9%
CLX vs BHP
+7,085.6%
-4,354.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | +13.6% | +3.8% | +9.8% | +13.3% |
| 30D | +29.1% | -6.5% | +35.5% | +29.8% |
| 3M | +1.6% | -8.5% | +10.1% | +2.4% |
| 6M | +18.7% | -2.2% | +20.9% | +18.6% |
| YTD | +11.1% | +40.0% | -28.9% | +7.1% |
| 1Y | +7.0% | +51.3% | -44.3% | +2.4% |
| 3Y | -10.0% | +56.5% | -66.5% | -14.7% |
| 5Y | -22.6% | +130.2% | -152.8% | -30.3% |
| 10Y | +29.3% | +336.5% | -307.2% | +5.9% |
| All | +2,730.9% | +7,085.6% | -4,354.7% | +1,535.6% |
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