+370.2%
HPE vs CLX
-36.6%
+406.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.1% |
| 7D | +13.6% | -4.9% | +18.6% | +13.6% |
| 30D | +7.7% | -15.8% | +23.5% | +7.6% |
| 3M | +22.4% | -7.9% | +30.3% | +22.3% |
| 6M | +172.6% | -19.0% | +191.6% | +174.6% |
| YTD | +147.5% | -7.9% | +155.5% | +147.3% |
| 1Y | +151.8% | -25.4% | +177.2% | +155.1% |
| 3Y | +267.1% | -35.0% | +302.1% | +273.1% |
| All | +370.2% | -36.6% | +406.8% | +361.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling