+634.9%
HLT vs CLX
+35.1%
+599.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -1.6% | -5.7% | +4.1% | -1.4% |
| 30D | -5.0% | -17.0% | +12.0% | -4.3% |
| 3M | -10.4% | -9.7% | -0.7% | -10.0% |
| 6M | +3.2% | -19.8% | +23.1% | +3.8% |
| YTD | +6.7% | -9.8% | +16.6% | +7.1% |
| 1Y | +10.3% | -26.2% | +36.4% | +10.9% |
| 3Y | +99.3% | -36.2% | +135.5% | +100.3% |
| 5Y | +143.7% | -38.3% | +182.0% | +144.3% |
| 10Y | +584.7% | -3.5% | +588.2% | +490.6% |
| All | +634.9% | +35.1% | +599.9% | +449.2% |
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