+326.1%
HWM vs CLX
-10.2%
+336.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.5% |
| 7D | +3.4% | +13.6% | -10.2% | +2.1% |
| 30D | -7.5% | +23.4% | -30.9% | -9.4% |
| 3M | -28.9% | -2.8% | -26.0% | -28.7% |
| 6M | -19.6% | +14.0% | -33.6% | -20.7% |
| YTD | +0.6% | +4.2% | -3.6% | +0.8% |
| 1Y | +0.3% | -1.2% | +1.5% | +0.4% |
| 3Y | +326.1% | -12.7% | +338.8% | +328.4% |
| All | +326.1% | -10.2% | +336.4% | +328.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling