+80.1%
CLF vs HBM
+328.6%
-248.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.0% | -2.0% | +2.6% |
| 7D | -14.1% | +5.0% | -19.1% | -16.1% |
| 30D | -5.5% | -12.7% | +7.2% | +0.8% |
| 3M | 0.0% | -17.4% | +17.4% | +8.5% |
| 6M | +11.3% | -8.9% | +20.1% | +12.3% |
| YTD | -7.7% | +14.9% | -22.6% | -19.9% |
| 1Y | +17.5% | +41.4% | -23.9% | -8.4% |
| 3Y | -25.4% | +462.1% | -487.5% | -72.8% |
| 5Y | -46.0% | +224.0% | -270.0% | -75.9% |
| 10Y | +80.1% | +320.9% | -240.8% | -52.0% |
| All | +80.1% | +328.6% | -248.6% | -52.0% |
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 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