+271.2%
CLF vs HIG
+967.2%
-696.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.5% |
| 7D | -19.6% | +1.1% | -20.6% | -20.0% |
| 30D | -5.0% | +5.6% | -10.5% | -7.1% |
| 3M | -6.3% | -6.9% | +0.6% | -4.5% |
| 6M | +2.8% | +1.3% | +1.5% | +1.1% |
| YTD | -13.7% | -1.5% | -12.2% | -14.3% |
| 1Y | +13.6% | +6.6% | +7.0% | +9.7% |
| 3Y | -34.0% | +91.2% | -125.2% | -48.8% |
| 5Y | -48.7% | +106.1% | -154.8% | -60.9% |
| 10Y | +113.4% | +283.7% | -170.3% | +34.1% |
| All | +271.2% | +967.2% | -696.0% | +42.4% |
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