+5.8%
HD vs CLX
-32.8%
+38.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | -2.1% | -9.2% | +7.2% | +1.3% |
| 30D | -8.4% | -11.0% | +2.6% | -4.6% |
| 3M | +4.3% | +5.0% | -0.7% | +2.6% |
| 6M | -11.1% | -18.8% | +7.7% | -5.3% |
| YTD | -4.7% | -4.4% | -0.3% | -3.5% |
| 1Y | -19.8% | -21.9% | +2.0% | -14.2% |
| All | +5.8% | -32.8% | +38.6% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling