-33.6%
CLX vs HIG
+99.1%
-132.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.9% |
| 7D | -3.5% | -1.1% | -2.5% | -3.2% |
| 30D | -11.9% | -4.9% | -7.0% | -10.4% |
| 3M | -2.6% | +6.8% | -9.4% | -5.0% |
| 6M | -18.2% | -1.7% | -16.5% | -18.0% |
| YTD | -5.9% | -0.2% | -5.7% | -6.3% |
| 1Y | -23.8% | +5.7% | -29.5% | -25.7% |
| 3Y | -33.6% | +100.3% | -133.9% | -47.2% |
| All | -33.6% | +99.1% | -132.6% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling