+129.2%
HPE vs CLX
-20.9%
+150.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.8% |
| 7D | -0.6% | -9.2% | +8.6% | -2.8% |
| 30D | -2.3% | -11.0% | +8.8% | -4.9% |
| 3M | -2.9% | +5.0% | -7.9% | -1.6% |
| 6M | +143.6% | -18.8% | +162.4% | +143.6% |
| YTD | +118.5% | -4.4% | +122.9% | +121.6% |
| 1Y | +129.2% | -21.9% | +151.1% | +125.3% |
| All | +129.2% | -20.9% | +150.1% | +125.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling