+13.6%
CLF vs ALHC
-56.7%
+70.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.7% |
| 7D | -19.6% | +1.0% | -20.5% | -19.4% |
| 30D | -5.0% | -14.2% | +9.2% | -4.9% |
| 3M | -6.3% | -45.1% | +38.8% | -5.8% |
| 6M | +2.8% | -59.5% | +62.3% | +3.2% |
| YTD | -13.7% | -62.8% | +49.1% | -13.9% |
| 1Y | +13.6% | -55.5% | +69.1% | +5.9% |
| All | +13.6% | -56.7% | +70.3% | +5.9% |
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