+1,573.3%
HWM vs CLX
+2.6%
+1,570.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -10.6% |
| 7D | -9.2% | -3.5% | -5.6% | -8.9% |
| 30D | -17.9% | -11.9% | -6.0% | -17.2% |
| 3M | -6.0% | -2.6% | -3.4% | -5.9% |
| 6M | -7.4% | -18.2% | +10.8% | -6.6% |
| YTD | +13.1% | -5.9% | +19.0% | +13.5% |
| 1Y | +29.3% | -23.8% | +53.1% | +30.8% |
| 3Y | +389.9% | -33.6% | +423.5% | +397.2% |
| 5Y | +655.5% | -35.7% | +691.2% | +660.6% |
| All | +1,573.3% | +2.6% | +1,570.7% | +1,290.4% |
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