-24.7%
CLX vs HIG
+7.0%
-31.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -5.9% | -2.3% | -3.6% | -5.2% |
| 30D | -17.0% | -1.2% | -15.8% | -16.7% |
| 3M | -9.6% | +6.3% | -15.9% | -11.8% |
| 6M | -21.5% | +0.6% | -22.1% | -22.3% |
| YTD | -8.8% | +0.6% | -9.4% | -9.9% |
| 1Y | -24.7% | +6.1% | -30.8% | -27.0% |
| All | -24.7% | +7.0% | -31.6% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling