+51.4%
HPE vs CLX
+26.7%
+24.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.0% |
| 7D | +7.9% | +9.5% | -1.6% | +14.0% |
| 30D | -23.5% | +30.7% | -54.2% | -7.7% |
| 3M | -19.1% | +4.2% | -23.3% | -15.7% |
| 6M | +51.4% | +22.1% | +29.3% | +91.0% |
| All | +51.4% | +26.7% | +24.7% | +91.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling