+20.2%
CLF vs ALHC
-51.4%
+71.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +10.1% | -19.3% | -9.0% |
| 7D | -7.9% | -0.5% | -7.4% | -7.7% |
| 30D | +5.2% | -4.2% | +9.5% | +5.4% |
| 3M | +4.3% | -39.8% | +44.1% | +5.1% |
| 6M | +25.3% | -57.7% | +83.0% | +27.8% |
| YTD | -3.3% | -58.8% | +55.5% | -4.0% |
| 1Y | +20.2% | -52.4% | +72.6% | +10.8% |
| All | +20.2% | -51.4% | +71.7% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling