+571.9%
HPE vs CLX
+26.1%
+545.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.7% |
| 7D | +7.9% | +9.5% | -1.6% | +7.7% |
| 30D | -23.5% | +30.7% | -54.2% | -23.9% |
| 3M | -19.1% | +4.2% | -23.3% | -18.8% |
| 6M | +51.4% | +22.1% | +29.3% | +50.4% |
| YTD | +103.4% | +14.1% | +89.4% | +102.7% |
| 1Y | +114.4% | +10.3% | +104.1% | +114.2% |
| 3Y | +224.7% | -7.8% | +232.5% | +226.0% |
| 5Y | +277.8% | -20.8% | +298.6% | +281.2% |
| 10Y | +371.1% | +31.9% | +339.2% | +317.7% |
| All | +571.9% | +26.1% | +545.8% | +477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling