-1.2%
CLX vs THC
+35.6%
-36.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +13.6% | +3.7% | +9.9% | +12.8% |
| 30D | +23.4% | +9.0% | +14.3% | +21.6% |
| 3M | -2.8% | +10.4% | -13.2% | -4.4% |
| 6M | +14.0% | +45.7% | -31.7% | +8.3% |
| YTD | +4.2% | +42.6% | -38.4% | -0.9% |
| 1Y | -1.2% | +38.8% | -39.9% | -5.6% |
| All | -1.2% | +35.6% | -36.8% | -5.6% |
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