-2.5%
CLX vs HDB
+34.0%
-36.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.5% | -1.3% |
| 7D | -3.5% | -2.0% | -1.5% | -3.4% |
| 30D | -11.9% | -4.9% | -7.0% | -11.6% |
| 3M | -2.6% | -2.3% | -0.3% | -2.5% |
| 6M | -18.2% | -23.7% | +5.6% | -16.7% |
| YTD | -5.9% | -38.5% | +32.6% | -3.1% |
| 1Y | -23.8% | -36.5% | +12.6% | -21.7% |
| 3Y | -33.6% | -28.5% | -5.1% | -32.4% |
| 5Y | -35.7% | -37.4% | +1.7% | -34.6% |
| 10Y | -2.5% | +34.0% | -36.6% | -8.5% |
| All | -2.5% | +34.0% | -36.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling