+1,225.5%
CLX vs HIG
+995.0%
+230.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | +9.5% | +2.6% | +6.9% | +9.3% |
| 30D | +30.7% | +4.2% | +26.5% | +30.3% |
| 3M | +4.2% | +0.2% | +4.0% | +4.2% |
| 6M | +22.1% | +4.6% | +17.5% | +21.6% |
| YTD | +14.1% | +1.1% | +13.0% | +13.9% |
| 1Y | +10.3% | +4.7% | +5.6% | +9.8% |
| 3Y | -7.8% | +95.5% | -103.3% | -12.9% |
| 5Y | -20.8% | +111.7% | -132.5% | -25.9% |
| 10Y | +31.9% | +263.4% | -231.6% | +15.3% |
| All | +1,225.5% | +995.0% | +230.6% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling