-47.8%
CLF vs HIG
+124.5%
-172.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | +7.6% | +0.3% | +7.3% | +7.3% |
| 30D | -1.2% | -3.2% | +2.0% | +0.6% |
| 3M | -13.4% | +9.1% | -22.5% | -19.2% |
| 6M | +15.4% | -1.8% | +17.2% | +15.3% |
| YTD | -5.9% | +1.8% | -7.6% | -8.2% |
| 1Y | +18.8% | +4.6% | +14.3% | +12.9% |
| 3Y | -19.4% | +101.6% | -121.0% | -57.9% |
| All | -47.8% | +124.5% | -172.2% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling