+83.5%
CLF vs HDB
+61.4%
+22.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.6% |
| 7D | -9.1% | +12.7% | -21.8% | -14.2% |
| 30D | -0.9% | +16.6% | -17.5% | -8.5% |
| 3M | +3.0% | +10.8% | -7.8% | -2.9% |
| 6M | +16.7% | +3.8% | +12.9% | +12.4% |
| YTD | -3.2% | -28.9% | +25.7% | +12.1% |
| 1Y | +24.6% | -28.0% | +52.6% | +43.2% |
| 3Y | -22.3% | -7.2% | -15.1% | -23.1% |
| 5Y | -41.2% | -22.2% | -18.9% | -38.1% |
| 10Y | +83.5% | +63.6% | +20.0% | +24.8% |
| All | +83.5% | +61.4% | +22.1% | +24.8% |
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