+151.7%
HYG vs CLX
+147.9%
+3.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -0.7% | -5.7% | +5.0% | 0.0% |
| 30D | -0.7% | -17.0% | +16.3% | +1.5% |
| 3M | -0.2% | -9.7% | +9.5% | +0.9% |
| 6M | +1.4% | -19.8% | +21.3% | +3.8% |
| YTD | +1.5% | -9.8% | +11.3% | +2.2% |
| 1Y | +2.9% | -26.2% | +29.1% | +6.2% |
| 3Y | +25.6% | -36.2% | +61.8% | +31.3% |
| 5Y | +18.6% | -38.3% | +56.9% | +23.1% |
| 10Y | +55.7% | -3.5% | +59.2% | +43.0% |
| All | +151.7% | +147.9% | +3.8% | +69.4% |
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 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