-24.6%
CLF vs ALHC
-28.9%
+4.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -0.6% | +8.2% | +7.6% |
| 30D | -1.2% | -1.0% | -0.2% | -1.2% |
| 3M | -13.4% | -10.2% | -3.2% | -13.9% |
| 6M | +15.4% | -28.3% | +43.7% | +17.1% |
| YTD | -5.9% | -31.4% | +25.6% | -4.0% |
| 1Y | +18.8% | -16.9% | +35.8% | +18.3% |
| 3Y | -19.4% | +135.5% | -154.9% | -34.9% |
| 5Y | -47.7% | -33.6% | -14.1% | -53.7% |
| All | -24.6% | -28.9% | +4.4% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling