+498.0%
HAL vs CLX
+2,789.7%
-2,291.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -6.5% | +13.6% | -20.1% | -8.8% |
| 30D | -2.1% | +29.1% | -31.2% | -7.0% |
| 3M | -4.9% | +1.6% | -6.4% | -5.5% |
| 6M | -19.3% | +18.7% | -38.0% | -22.6% |
| YTD | +14.3% | +11.1% | +3.2% | +10.6% |
| 1Y | +17.3% | +7.0% | +10.3% | +14.3% |
| 3Y | -10.9% | -10.0% | -0.9% | -11.1% |
| 5Y | +47.4% | -22.6% | +70.0% | +48.6% |
| 10Y | -20.8% | +29.3% | -50.1% | -34.9% |
| All | +498.0% | +2,789.7% | -2,291.8% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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