+18.8%
CLF vs HBM
+123.0%
-104.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | +7.6% | -6.4% | +13.9% | +10.5% |
| 30D | -1.2% | +5.9% | -7.1% | -4.1% |
| 3M | -13.4% | -8.9% | -4.5% | -10.8% |
| 6M | +15.4% | +10.7% | +4.8% | +8.0% |
| YTD | -5.9% | +38.3% | -44.1% | -28.0% |
| 1Y | +18.8% | +121.3% | -102.5% | -33.0% |
| All | +18.8% | +123.0% | -104.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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