+246.3%
HPE vs CLX
-35.7%
+282.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -6.4% |
| 7D | +1.4% | -5.9% | +7.3% | +0.7% |
| 30D | +1.5% | -17.0% | +18.6% | -0.8% |
| 3M | +21.7% | -9.6% | +31.3% | +20.6% |
| 6M | +164.2% | -21.5% | +185.7% | +162.0% |
| YTD | +132.1% | -8.8% | +140.9% | +131.4% |
| 1Y | +130.6% | -24.7% | +155.3% | +128.8% |
| All | +246.3% | -35.7% | +282.0% | +248.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling