+30.2%
HWM vs CLX
-25.2%
+55.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.9% |
| 7D | -8.0% | -4.9% | -3.1% | -7.2% |
| 30D | -18.0% | -15.8% | -2.2% | -15.5% |
| 3M | -9.5% | -7.9% | -1.6% | -8.0% |
| 6M | -8.4% | -19.0% | +10.7% | -6.9% |
| YTD | +13.6% | -7.9% | +21.6% | +19.7% |
| 1Y | +30.2% | -25.4% | +55.6% | +29.3% |
| All | +30.2% | -25.2% | +55.4% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling