-2.6%
HD vs CLX
+9.5%
-12.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.4% |
| 7D | +1.5% | +9.5% | -8.0% | -2.9% |
| 30D | +18.0% | +30.7% | -12.7% | +3.7% |
| 3M | +2.8% | +4.2% | -1.4% | -0.1% |
| 6M | +17.0% | +22.1% | -5.1% | +5.7% |
| YTD | +3.5% | +14.1% | -10.5% | -6.2% |
| 1Y | -2.6% | +10.3% | -12.9% | -10.1% |
| All | -2.6% | +9.5% | -12.1% | -10.1% |
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