-36.8%
CLX vs HIG
+117.6%
-154.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.3% |
| 7D | -4.9% | -0.5% | -4.5% | -4.8% |
| 30D | -15.8% | -2.8% | -13.0% | -15.2% |
| 3M | -7.9% | +6.3% | -14.3% | -9.7% |
| 6M | -19.0% | -0.1% | -18.9% | -19.2% |
| YTD | -7.9% | +0.4% | -8.4% | -8.4% |
| 1Y | -25.4% | +6.2% | -31.6% | -26.9% |
| 3Y | -35.0% | +101.6% | -136.6% | -46.0% |
| 5Y | -36.8% | +119.8% | -156.6% | -48.6% |
| All | -36.8% | +117.6% | -154.4% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling