+610.7%
CLF vs HDB
+3,812.1%
-3,201.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +7.6% | +0.4% | +7.1% | +7.3% |
| 30D | -1.2% | -2.8% | +1.6% | +0.2% |
| 3M | -13.4% | -3.5% | -9.8% | -12.6% |
| 6M | +15.4% | -24.7% | +40.1% | +33.1% |
| YTD | -5.9% | -36.6% | +30.7% | +19.3% |
| 1Y | +18.8% | -34.4% | +53.2% | +47.2% |
| 3Y | -19.4% | -24.4% | +5.0% | -10.5% |
| 5Y | -47.7% | -35.4% | -12.4% | -38.6% |
| 10Y | +130.4% | +39.5% | +90.8% | +63.5% |
| All | +610.7% | +3,812.1% | -3,201.4% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling