+276.2%
HPE vs CLX
-20.8%
+297.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.7% |
| 7D | +7.9% | +9.5% | -1.6% | +8.3% |
| 30D | -23.5% | +30.7% | -54.2% | -22.5% |
| 3M | -19.1% | +4.2% | -23.3% | -18.2% |
| 6M | +51.4% | +22.1% | +29.3% | +52.7% |
| YTD | +103.4% | +14.1% | +89.4% | +105.7% |
| 1Y | +114.4% | +10.3% | +104.1% | +117.3% |
| 3Y | +224.7% | -7.8% | +232.5% | +227.8% |
| All | +276.2% | -20.8% | +297.1% | +281.2% |
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 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