+116.4%
HPE vs CLX
-6.5%
+123.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.7% | -11.4% | -3.7% |
| 7D | -17.0% | +14.2% | -31.2% | -13.0% |
| 30D | -26.7% | +22.7% | -49.4% | -21.3% |
| 3M | -4.1% | -2.8% | -1.4% | -2.7% |
| 6M | +75.4% | +17.7% | +57.7% | +83.4% |
| YTD | +111.0% | +3.3% | +107.7% | +121.9% |
| 1Y | +116.4% | -5.6% | +122.1% | +136.5% |
| All | +116.4% | -6.5% | +123.0% | +136.5% |
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 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