+247.2%
HD vs CLX
+26.5%
+220.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +5.2% | +13.6% | -8.4% | +1.3% |
| 30D | +20.7% | +29.1% | -8.3% | +11.9% |
| 3M | +0.8% | +1.6% | -0.8% | +0.1% |
| 6M | +12.2% | +18.7% | -6.5% | +6.4% |
| YTD | +4.2% | +11.1% | -6.9% | +0.5% |
| 1Y | -2.6% | +7.0% | -9.6% | -5.1% |
| 3Y | +30.0% | -10.0% | +40.0% | +31.2% |
| 5Y | +8.1% | -22.6% | +30.7% | +11.3% |
| 10Y | +247.2% | +29.3% | +217.8% | +212.5% |
| All | +247.2% | +26.5% | +220.6% | +212.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling