+677.7%
HPE vs CLX
+4.1%
+673.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.3% | +7.8% |
| 7D | +10.1% | -3.5% | +13.7% | +10.3% |
| 30D | +5.3% | -11.9% | +17.1% | +5.8% |
| 3M | +12.7% | -2.6% | +15.3% | +12.6% |
| 6M | +167.7% | -18.2% | +185.8% | +170.6% |
| YTD | +135.5% | -5.9% | +141.4% | +135.3% |
| 1Y | +143.4% | -23.8% | +167.2% | +147.4% |
| 3Y | +249.2% | -33.6% | +282.7% | +256.8% |
| 5Y | +343.8% | -35.7% | +379.5% | +349.7% |
| 10Y | +495.9% | -2.5% | +498.4% | +440.7% |
| All | +677.7% | +4.1% | +673.6% | +570.8% |
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