-51.4%
CLF vs HIG
+104.7%
-156.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.9% |
| 7D | -19.6% | +1.1% | -20.6% | -20.2% |
| 30D | -5.0% | +5.6% | -10.5% | -8.6% |
| 3M | -6.3% | -6.9% | +0.6% | -3.2% |
| 6M | +2.8% | +1.3% | +1.5% | -0.4% |
| YTD | -13.7% | -1.5% | -12.2% | -14.9% |
| 1Y | +13.6% | +6.6% | +7.0% | +5.9% |
| 3Y | -34.0% | +91.2% | -125.2% | -64.5% |
| All | -51.4% | +104.7% | -156.1% | -76.1% |
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 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