-3.3%
CLX vs HRB
+207.5%
-210.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.9% |
| 7D | -5.9% | -12.2% | +6.3% | -4.6% |
| 30D | -17.0% | -3.0% | -14.1% | -16.9% |
| 3M | -9.6% | +21.7% | -31.3% | -11.5% |
| 6M | -21.5% | +52.3% | -73.8% | -25.0% |
| YTD | -8.8% | +6.5% | -15.3% | -10.0% |
| 1Y | -24.7% | -6.7% | -18.0% | -24.6% |
| 3Y | -35.6% | +25.1% | -60.7% | -37.8% |
| 5Y | -37.6% | +113.8% | -151.4% | -42.7% |
| All | -3.3% | +207.5% | -210.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling