+127.6%
CLF vs HBM
+625.8%
-498.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -2.7% | +5.5% | -8.2% | -5.3% |
| 30D | -3.2% | +3.3% | -6.5% | -5.3% |
| 3M | -5.0% | +12.7% | -17.6% | -12.2% |
| 6M | +26.6% | +28.2% | -1.6% | +7.7% |
| YTD | -9.0% | +45.3% | -54.3% | -29.1% |
| 1Y | +11.8% | +121.7% | -109.9% | -29.2% |
| 3Y | -15.1% | +523.5% | -538.6% | -70.4% |
| 5Y | -48.2% | +393.9% | -442.1% | -81.1% |
| 10Y | +127.6% | +647.9% | -520.3% | -41.5% |
| All | +127.6% | +625.8% | -498.3% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling