-23.4%
CLF vs HCA
+118.7%
-142.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +10.4% | +0.8% | +9.6% | +10.3% |
| 30D | +0.6% | +6.1% | -5.5% | 0.0% |
| 3M | +4.1% | +21.4% | -17.3% | +1.6% |
| 6M | +15.1% | +17.2% | -2.1% | +12.7% |
| YTD | -4.7% | +7.5% | -12.2% | -5.9% |
| 1Y | +20.4% | +6.2% | +14.2% | +19.1% |
| 3Y | -23.4% | +122.0% | -145.4% | -42.1% |
| All | -23.4% | +118.7% | -142.0% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling