-45.7%
CLF vs HBM
+613.3%
-659.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | +7.6% | -6.4% | +13.9% | +11.2% |
| 30D | -1.2% | +5.9% | -7.1% | -4.7% |
| 3M | -13.4% | -8.9% | -4.5% | -11.5% |
| 6M | +15.4% | +10.7% | +4.8% | +4.8% |
| YTD | -5.9% | +38.3% | -44.1% | -26.0% |
| 1Y | +18.8% | +121.3% | -102.5% | -27.0% |
| 3Y | -19.4% | +450.6% | -470.0% | -72.0% |
| 5Y | -47.7% | +338.0% | -385.7% | -81.1% |
| 10Y | +130.4% | +578.6% | -448.2% | -51.3% |
| All | -45.7% | +613.3% | -659.1% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling