+99.7%
CLF vs HDB
+57.5%
+42.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.9% |
| 7D | -19.6% | +13.3% | -32.9% | -24.4% |
| 30D | -5.0% | +13.6% | -18.5% | -11.2% |
| 3M | -6.3% | +5.8% | -12.1% | -9.8% |
| 6M | +2.8% | -1.9% | +4.7% | +1.6% |
| YTD | -13.7% | -31.2% | +17.5% | +1.4% |
| 1Y | +13.6% | -29.6% | +43.1% | +31.8% |
| 3Y | -34.0% | -10.1% | -23.9% | -33.7% |
| 5Y | -48.7% | -24.3% | -24.4% | -45.4% |
| All | +99.7% | +57.5% | +42.2% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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