+15.1%
CLF vs HCA
+16.7%
-1.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +10.4% | +0.8% | +9.6% | +10.4% |
| 30D | +0.6% | +6.1% | -5.5% | +1.7% |
| 3M | +4.1% | +21.4% | -17.3% | +3.4% |
| 6M | +15.1% | +17.2% | -2.1% | +19.5% |
| All | +15.1% | +16.7% | -1.6% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling