-1.4%
CLX vs HBM
+625.8%
-627.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.2% |
| 7D | -4.9% | +5.5% | -10.5% | -5.0% |
| 30D | -15.8% | +3.3% | -19.1% | -15.9% |
| 3M | -7.9% | +12.7% | -20.6% | -8.1% |
| 6M | -19.0% | +28.2% | -47.2% | -19.4% |
| YTD | -7.9% | +45.3% | -53.2% | -8.5% |
| 1Y | -25.4% | +121.7% | -147.1% | -26.0% |
| 3Y | -35.0% | +523.5% | -558.5% | -36.5% |
| 5Y | -36.8% | +393.9% | -430.7% | -38.3% |
| 10Y | -1.4% | +647.9% | -649.3% | -9.2% |
| All | -1.4% | +625.8% | -627.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling