+5.9%
CLX vs THC
+50.5%
-44.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +5.2% |
| 7D | +17.4% | +7.5% | +9.9% | +16.0% |
| 30D | +27.8% | +9.6% | +18.2% | +25.9% |
| 3M | +3.0% | +10.3% | -7.2% | +1.4% |
| 6M | +17.5% | +51.8% | -34.3% | +11.3% |
| YTD | +10.0% | +45.4% | -35.5% | +4.6% |
| All | +5.9% | +50.5% | -44.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling