+1,010.8%
CLX vs HIG
+1,002.1%
+8.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -9.2% | +0.3% | -9.5% | -9.3% |
| 30D | -11.0% | -3.2% | -7.8% | -10.8% |
| 3M | +5.0% | +9.1% | -4.1% | +4.2% |
| 6M | -18.8% | -1.8% | -17.0% | -18.7% |
| YTD | -4.4% | +1.8% | -6.2% | -4.6% |
| 1Y | -21.9% | +4.6% | -26.4% | -22.2% |
| 3Y | -32.8% | +101.6% | -134.4% | -36.6% |
| 5Y | -34.6% | +124.5% | -159.0% | -39.0% |
| 10Y | -4.7% | +317.8% | -322.5% | -17.6% |
| All | +1,010.8% | +1,002.1% | +8.8% | +476.4% |
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