+205.7%
CLX vs HBM
+613.3%
-407.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -9.2% | -6.4% | -2.9% | -9.1% |
| 30D | -11.0% | +5.9% | -17.0% | -11.2% |
| 3M | +5.0% | -8.9% | +13.9% | +5.1% |
| 6M | -18.8% | +10.7% | -29.5% | -19.3% |
| YTD | -4.4% | +38.3% | -42.7% | -5.5% |
| 1Y | -21.9% | +121.3% | -143.2% | -23.6% |
| 3Y | -32.8% | +450.6% | -483.3% | -36.1% |
| 5Y | -34.6% | +338.0% | -372.5% | -38.0% |
| 10Y | -4.7% | +578.6% | -583.3% | -14.4% |
| All | +205.7% | +613.3% | -407.6% | +157.3% |
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 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