+264.9%
CLX vs HBM
+456.2%
-191.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | +9.5% | +2.2% | +7.3% | +9.4% |
| 30D | +30.7% | -11.8% | +42.5% | +31.0% |
| 3M | +4.2% | -19.2% | +23.4% | +4.7% |
| 6M | +22.1% | -22.9% | +45.0% | +22.5% |
| YTD | +14.1% | +7.8% | +6.3% | +13.4% |
| 1Y | +10.3% | +34.9% | -24.6% | +9.1% |
| 3Y | -7.8% | +422.2% | -430.0% | -12.4% |
| 5Y | -20.8% | +192.8% | -213.7% | -24.3% |
| 10Y | +31.9% | +281.1% | -249.3% | +20.9% |
| All | +264.9% | +456.2% | -191.3% | +208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling