+33,321.4%
HD vs CLX
+2,609.7%
+30,711.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +4.3% | +13.6% | -9.3% | -0.2% |
| 30D | +20.2% | +23.4% | -3.2% | +11.7% |
| 3M | -1.0% | -2.8% | +1.8% | -0.1% |
| 6M | +7.9% | +14.0% | -6.1% | +2.8% |
| YTD | +2.0% | +4.2% | -2.2% | -0.2% |
| 1Y | -4.3% | -1.2% | -3.1% | -4.6% |
| 3Y | +25.9% | -12.7% | +38.6% | +29.2% |
| 5Y | +5.8% | -26.5% | +32.3% | +12.5% |
| 10Y | +262.5% | +20.2% | +242.3% | +208.1% |
| All | +33,321.4% | +2,609.7% | +30,711.6% | +7,794.6% |
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 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