+127.6%
CLF vs HIG
+314.4%
-186.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.4% |
| 30D | -3.2% | -2.8% | -0.4% | -1.4% |
| 3M | -5.0% | +6.3% | -11.3% | -10.1% |
| 6M | +26.6% | -0.1% | +26.7% | +24.5% |
| YTD | -9.0% | +0.4% | -9.4% | -10.8% |
| 1Y | +11.8% | +6.2% | +5.6% | +4.2% |
| 3Y | -15.1% | +101.6% | -116.7% | -52.8% |
| 5Y | -48.2% | +119.8% | -168.0% | -72.9% |
| 10Y | +127.6% | +311.7% | -184.2% | -41.8% |
| All | +127.6% | +314.4% | -186.8% | -41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling