+14.0%
CLX vs THC
+50.5%
-36.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +13.6% | +3.7% | +9.9% | +12.7% |
| 30D | +23.4% | +9.0% | +14.3% | +21.5% |
| 3M | -2.8% | +10.4% | -13.2% | -4.4% |
| 6M | +14.0% | +45.7% | -31.7% | +8.0% |
| All | +14.0% | +50.5% | -36.5% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling