+255.3%
CLX vs HBM
+471.0%
-215.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.5% |
| 3M | +1.6% | -21.3% | +22.9% | +2.1% |
| 6M | +18.7% | -12.2% | +30.9% | +18.7% |
| YTD | +11.1% | +10.7% | +0.4% | +10.4% |
| 1Y | +7.0% | +30.3% | -23.3% | +5.9% |
| 3Y | -10.0% | +432.2% | -442.2% | -14.5% |
| 5Y | -22.6% | +218.8% | -241.4% | -26.2% |
| 10Y | +29.3% | +281.4% | -252.0% | +18.6% |
| All | +255.3% | +471.0% | -215.7% | +200.4% |
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