+297.1%
CLF vs HIG
+974.1%
-677.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.3% | +6.8% |
| 7D | -14.1% | -0.5% | -13.6% | -14.0% |
| 30D | -5.5% | +4.5% | -10.0% | -7.3% |
| 3M | 0.0% | -5.5% | +5.5% | +1.4% |
| 6M | +11.3% | +3.1% | +8.2% | +8.8% |
| YTD | -7.7% | -0.8% | -6.9% | -8.5% |
| 1Y | +17.5% | +6.1% | +11.5% | +13.7% |
| 3Y | -25.4% | +94.1% | -119.5% | -42.4% |
| 5Y | -46.0% | +106.4% | -152.4% | -58.8% |
| 10Y | +80.1% | +265.1% | -185.0% | +14.7% |
| All | +297.1% | +974.1% | -677.0% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling