+60.4%
HL vs CLX
+2,294.7%
-2,234.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.0% |
| 7D | +0.4% | -4.9% | +5.3% | +0.7% |
| 30D | +18.8% | -15.8% | +34.6% | +20.2% |
| 3M | +43.7% | -7.9% | +51.7% | +44.5% |
| 6M | -1.0% | -19.0% | +18.0% | +0.2% |
| YTD | +8.7% | -7.9% | +16.7% | +9.4% |
| 1Y | +105.0% | -25.4% | +130.4% | +108.6% |
| 3Y | +427.3% | -35.0% | +462.3% | +439.3% |
| 5Y | +249.3% | -36.8% | +286.1% | +256.2% |
| 10Y | +284.2% | -1.4% | +285.6% | +288.3% |
| All | +60.4% | +2,294.7% | -2,234.3% | +150.6% |
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