+31,139.8%
HD vs CLX
+2,386.6%
+28,753.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | -2.1% | -9.2% | +7.2% | +1.2% |
| 30D | -8.4% | -11.0% | +2.6% | -4.7% |
| 3M | +4.3% | +5.0% | -0.7% | +2.4% |
| 6M | -11.1% | -18.8% | +7.7% | -5.0% |
| YTD | -4.7% | -4.4% | -0.3% | -3.8% |
| 1Y | -19.8% | -21.9% | +2.0% | -13.4% |
| 3Y | +4.1% | -32.8% | +36.9% | +16.8% |
| 5Y | +10.3% | -34.6% | +44.9% | +22.0% |
| 10Y | +203.2% | -4.7% | +207.9% | +180.2% |
| All | +31,139.8% | +2,386.6% | +28,753.2% | +7,507.5% |
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 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