+18.8%
CLF vs HIG
+6.8%
+12.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.3% | +7.1% |
| 7D | -14.1% | -0.5% | -13.6% | -14.1% |
| 30D | -5.5% | +4.5% | -10.0% | -5.6% |
| 3M | 0.0% | -5.5% | +5.5% | +0.3% |
| 6M | +11.3% | +3.1% | +8.2% | +9.7% |
| YTD | -7.7% | -0.8% | -6.9% | -2.9% |
| All | +18.8% | +6.8% | +12.0% | +19.1% |
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