+74.6%
CLF vs HBM
+281.1%
-206.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.7% |
| 7D | +10.4% | +2.2% | +8.1% | +9.1% |
| 30D | +0.6% | -11.8% | +12.4% | +6.7% |
| 3M | +4.1% | -19.2% | +23.3% | +14.1% |
| 6M | +15.1% | -22.9% | +38.0% | +26.3% |
| YTD | -4.7% | +7.8% | -12.5% | -14.9% |
| 1Y | +20.4% | +34.9% | -14.6% | -4.2% |
| 3Y | -23.4% | +422.2% | -445.6% | -71.1% |
| 5Y | -43.3% | +192.8% | -236.1% | -73.4% |
| All | +74.6% | +281.1% | -206.5% | -50.3% |
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 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