+112.8%
HL vs CLX
-20.8%
+133.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -2.0% |
| 7D | -11.1% | +9.5% | -20.6% | -12.2% |
| 30D | -12.1% | +30.7% | -42.8% | -14.9% |
| 3M | -26.1% | +4.2% | -30.3% | -26.8% |
| 6M | -37.7% | +22.1% | -59.9% | -39.2% |
| YTD | -31.7% | +14.1% | -45.8% | -32.1% |
| 1Y | -11.6% | +10.3% | -22.0% | -12.0% |
| 3Y | +249.6% | -7.8% | +257.4% | +247.9% |
| All | +112.8% | -20.8% | +133.7% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling