+398.8%
HL vs CLX
-35.7%
+434.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.9% |
| 7D | -5.6% | -5.9% | +0.2% | -5.1% |
| 30D | +12.7% | -17.0% | +29.8% | +14.7% |
| 3M | +42.5% | -9.6% | +52.1% | +44.2% |
| 6M | -9.0% | -21.5% | +12.5% | -6.8% |
| YTD | +4.4% | -8.8% | +13.2% | +8.6% |
| 1Y | +82.7% | -24.7% | +107.3% | +88.3% |
| All | +398.8% | -35.7% | +434.5% | +426.1% |
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 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