+18.5%
CLF vs HIG
+6.4%
+12.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.6% |
| 7D | +16.0% | -0.1% | +16.1% | +15.9% |
| 30D | +1.6% | +4.4% | -2.7% | +1.9% |
| 3M | +6.7% | 0.0% | +6.6% | +6.8% |
| 6M | +21.1% | +3.8% | +17.3% | +20.5% |
| YTD | -1.6% | +0.7% | -2.3% | +3.7% |
| 1Y | +18.5% | +5.0% | +13.5% | +21.3% |
| All | +18.5% | +6.4% | +12.1% | +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