-35.4%
CLX vs HBM
+395.3%
-430.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.3% | -1.6% |
| 7D | -3.5% | +7.4% | -10.9% | -3.6% |
| 30D | -11.9% | +5.1% | -16.9% | -11.9% |
| 3M | -2.6% | +11.1% | -13.7% | -2.7% |
| 6M | -18.2% | +30.2% | -48.4% | -18.6% |
| YTD | -5.9% | +46.2% | -52.1% | -6.4% |
| 1Y | -23.8% | +120.0% | -143.9% | -24.2% |
| 3Y | -33.6% | +527.4% | -561.0% | -34.7% |
| All | -35.4% | +395.3% | -430.7% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling