+256.9%
HL vs CLX
-3.7%
+260.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -4.4% | -5.7% | +1.3% | -3.4% |
| 30D | +9.3% | -17.0% | +26.3% | +13.0% |
| 3M | +32.0% | -9.7% | +41.7% | +34.3% |
| 6M | -6.4% | -19.8% | +13.4% | -3.0% |
| YTD | +3.1% | -9.8% | +13.0% | +5.3% |
| 1Y | +77.6% | -26.2% | +103.7% | +86.8% |
| 3Y | +392.8% | -36.2% | +429.0% | +426.8% |
| 5Y | +234.1% | -38.3% | +272.5% | +254.1% |
| All | +256.9% | -3.7% | +260.6% | +252.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling