-51.4%
CLF vs HDB
-24.7%
-26.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | -19.6% | +13.3% | -32.9% | -23.1% |
| 30D | -5.0% | +13.6% | -18.5% | -9.6% |
| 3M | -6.3% | +5.8% | -12.1% | -8.8% |
| 6M | +2.8% | -1.9% | +4.7% | +2.2% |
| YTD | -13.7% | -31.2% | +17.5% | -1.7% |
| 1Y | +13.6% | -29.6% | +43.1% | +28.1% |
| 3Y | -34.0% | -10.1% | -23.9% | -32.8% |
| All | -51.4% | -24.7% | -26.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling