+1,579.2%
HWM vs CLX
+26.7%
+1,552.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | +4.7% |
| 7D | +1.6% | +17.4% | -15.8% | +0.6% |
| 30D | -3.9% | +27.8% | -31.7% | -5.4% |
| 3M | -23.2% | +3.0% | -26.2% | -23.4% |
| 6M | -20.0% | +17.5% | -37.5% | -20.9% |
| YTD | +5.7% | +10.0% | -4.3% | +5.0% |
| 1Y | +4.9% | +3.3% | +1.6% | +4.4% |
| 3Y | +347.0% | -10.1% | +357.1% | +347.0% |
| 5Y | +563.0% | -23.7% | +586.8% | +560.4% |
| 10Y | +1,579.2% | +24.9% | +1,554.3% | +1,345.5% |
| All | +1,579.2% | +26.7% | +1,552.4% | +1,345.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling