-82.6%
CLF vs HCA
+1,648.5%
-1,731.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +7.6% | -3.1% | +10.6% | +8.8% |
| 30D | -1.2% | -1.1% | -0.1% | -0.9% |
| 3M | -13.4% | +12.2% | -25.5% | -18.3% |
| 6M | +15.4% | -25.3% | +40.8% | +29.1% |
| YTD | -5.9% | -12.9% | +7.1% | -2.0% |
| 1Y | +18.8% | -0.9% | +19.8% | +16.7% |
| 3Y | -19.4% | +47.6% | -67.0% | -36.4% |
| 5Y | -47.7% | +67.0% | -114.7% | -62.3% |
| 10Y | +130.4% | +471.4% | -341.1% | -1.0% |
| All | -82.6% | +1,648.5% | -1,731.1% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling