-13.7%
CLF vs HCA
+51.3%
-65.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.6% |
| 7D | +6.5% | -2.8% | +9.3% | +6.8% |
| 30D | +0.2% | -2.7% | +3.0% | +0.5% |
| 3M | -3.1% | +11.5% | -14.6% | -4.7% |
| 6M | +25.0% | -24.3% | +49.3% | +29.0% |
| YTD | -7.5% | -13.6% | +6.1% | -6.2% |
| 1Y | +11.5% | -3.2% | +14.7% | +11.9% |
| 3Y | -13.7% | +50.4% | -64.1% | -17.4% |
| All | -13.7% | +51.3% | -65.0% | -17.4% |
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