+20.2%
CLF vs HBM
+47.3%
-27.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.6% | -12.8% | -10.4% |
| 7D | -7.9% | -5.8% | -2.0% | -6.2% |
| 30D | +5.2% | -18.5% | +23.7% | +12.6% |
| 3M | +4.3% | -10.3% | +14.6% | +7.1% |
| 6M | +25.3% | +2.1% | +23.1% | +23.2% |
| YTD | -3.3% | +12.0% | -15.3% | -11.2% |
| 1Y | +20.2% | +49.8% | -29.5% | -2.3% |
| All | +20.2% | +47.3% | -27.1% | -2.3% |
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