+155.0%
HPE vs CLX
-25.9%
+180.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.1% | +13.6% | +12.2% |
| 7D | +19.4% | -5.7% | +25.1% | +17.8% |
| 30D | +5.6% | -17.0% | +22.6% | +1.2% |
| 3M | +33.1% | -9.7% | +42.7% | +30.8% |
| 6M | +192.5% | -19.8% | +212.3% | +188.1% |
| YTD | +160.9% | -9.8% | +170.8% | +161.3% |
| 1Y | +155.0% | -26.2% | +181.1% | +144.4% |
| All | +155.0% | -25.9% | +180.8% | +144.4% |
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 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