-22.9%
CLX vs HBM
+210.3%
-233.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.1% |
| 7D | +13.6% | +2.4% | +11.3% | +13.6% |
| 30D | +29.1% | -16.0% | +45.0% | +29.2% |
| 3M | +1.6% | -21.3% | +22.9% | +1.8% |
| 6M | +18.7% | -12.2% | +30.9% | +18.6% |
| YTD | +11.1% | +10.7% | +0.4% | +10.7% |
| 1Y | +7.0% | +30.3% | -23.3% | +6.7% |
| 3Y | -10.0% | +432.2% | -442.2% | -11.6% |
| All | -22.9% | +210.3% | -233.2% | -24.3% |
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