+1,773.8%
HWM vs CLX
+4.3%
+1,769.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -2.1% | -9.2% | +7.1% | -1.5% |
| 30D | -11.0% | -11.0% | +0.1% | -10.3% |
| 3M | +4.0% | +5.0% | -1.0% | +3.6% |
| 6M | -0.2% | -18.8% | +18.6% | +0.6% |
| YTD | +26.7% | -4.4% | +31.1% | +27.0% |
| 1Y | +44.7% | -21.9% | +66.6% | +46.2% |
| 3Y | +426.1% | -32.8% | +458.8% | +433.4% |
| 5Y | +738.5% | -34.6% | +773.1% | +743.2% |
| All | +1,773.8% | +4.3% | +1,769.6% | +1,455.1% |
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