+1,484.2%
HWM vs CLX
+21.2%
+1,463.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | -1.8% | +13.6% | -15.4% | -2.6% |
| 30D | -2.7% | +29.1% | -31.7% | -4.3% |
| 3M | -22.7% | +1.6% | -24.3% | -22.9% |
| 6M | -18.9% | +18.7% | -37.7% | -19.9% |
| YTD | +7.1% | +11.1% | -4.0% | +6.3% |
| 1Y | +4.7% | +7.0% | -2.3% | +4.0% |
| 3Y | +345.6% | -10.0% | +355.6% | +345.5% |
| 5Y | +588.3% | -22.6% | +610.9% | +585.6% |
| 10Y | +1,516.2% | +29.3% | +1,486.8% | +1,191.2% |
| All | +1,484.2% | +21.2% | +1,463.1% | +1,201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling