+537.4%
HWM vs CLX
-26.4%
+563.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.5% |
| 7D | +3.4% | +13.6% | -10.2% | +1.4% |
| 30D | -7.5% | +23.4% | -30.9% | -10.4% |
| 3M | -28.9% | -2.8% | -26.0% | -28.6% |
| 6M | -19.6% | +14.0% | -33.6% | -21.4% |
| YTD | +0.6% | +4.2% | -3.6% | -0.2% |
| 1Y | +0.3% | -1.2% | +1.5% | +0.1% |
| 3Y | +326.1% | -12.7% | +338.8% | +326.5% |
| All | +537.4% | -26.4% | +563.8% | +548.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling