-23.2%
HD vs CLX
-24.4%
+1.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | -1.2% | -3.5% | +2.4% | +0.4% |
| 30D | -11.1% | -11.9% | +0.7% | -6.1% |
| 3M | +2.0% | -2.6% | +4.7% | +3.1% |
| 6M | -10.5% | -18.2% | +7.7% | -2.7% |
| YTD | -6.9% | -5.9% | -1.0% | -5.7% |
| 1Y | -23.2% | -23.8% | +0.7% | -17.4% |
| All | -23.2% | -24.4% | +1.2% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling