+20.2%
CLF vs HIG
+12.7%
+7.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.4% | -11.6% | -8.8% |
| 7D | -7.9% | +6.2% | -14.1% | -7.0% |
| 30D | +5.2% | +9.4% | -4.2% | +5.6% |
| 3M | +4.3% | -2.3% | +6.7% | +4.9% |
| 6M | +25.3% | +4.2% | +21.1% | +24.9% |
| YTD | -3.3% | +1.6% | -4.9% | +1.9% |
| 1Y | +20.2% | +9.9% | +10.3% | +21.3% |
| All | +20.2% | +12.7% | +7.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling