+83.5%
CLF vs HBM
+301.8%
-218.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.7% | +8.6% | +6.7% |
| 7D | -9.1% | +2.4% | -11.4% | -10.1% |
| 30D | -0.9% | -16.0% | +15.0% | +7.6% |
| 3M | +3.0% | -21.3% | +24.3% | +14.3% |
| 6M | +16.7% | -12.2% | +28.9% | +19.8% |
| YTD | -3.2% | +10.7% | -13.8% | -14.6% |
| 1Y | +24.6% | +30.3% | -5.7% | +1.0% |
| 3Y | -22.3% | +432.2% | -454.5% | -70.9% |
| 5Y | -41.2% | +218.8% | -260.0% | -73.6% |
| 10Y | +83.5% | +281.4% | -197.8% | -47.6% |
| All | +83.5% | +301.8% | -218.3% | -47.6% |
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