+120.3%
CLF vs HCA
+503.4%
-383.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -3.7% | +2.9% | -6.6% | -5.1% |
| 30D | -4.7% | +2.4% | -7.0% | -6.0% |
| 3M | -4.7% | +13.0% | -17.7% | -11.1% |
| 6M | +24.0% | -21.4% | +45.4% | +37.3% |
| YTD | -10.9% | -9.5% | -1.5% | -8.6% |
| 1Y | +4.0% | +7.5% | -3.5% | -2.3% |
| 3Y | -16.9% | +57.6% | -74.5% | -39.6% |
| 5Y | -49.3% | +71.1% | -120.4% | -66.4% |
| All | +120.3% | +503.4% | -383.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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