+238.2%
HL vs CLX
-37.2%
+275.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.9% |
| 7D | -5.6% | -5.9% | +0.2% | -5.0% |
| 30D | +12.7% | -17.0% | +29.8% | +15.0% |
| 3M | +42.5% | -9.6% | +52.1% | +44.2% |
| 6M | -9.0% | -21.5% | +12.5% | -6.7% |
| YTD | +4.4% | -8.8% | +13.2% | +6.7% |
| 1Y | +82.7% | -24.7% | +107.3% | +88.4% |
| 3Y | +406.3% | -35.6% | +441.9% | +425.7% |
| 5Y | +238.2% | -37.6% | +275.8% | +249.4% |
| All | +238.2% | -37.2% | +275.4% | +249.4% |
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