+127.6%
CLF vs HRB
+205.6%
-78.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | -2.7% | -10.6% | +8.0% | +0.6% |
| 30D | -3.2% | -0.8% | -2.4% | -4.0% |
| 3M | -5.0% | +19.1% | -24.0% | -11.8% |
| 6M | +26.6% | +48.7% | -22.1% | +6.4% |
| YTD | -9.0% | +7.1% | -16.1% | -14.4% |
| 1Y | +11.8% | -8.3% | +20.2% | +10.4% |
| 3Y | -15.1% | +25.8% | -40.9% | -29.1% |
| 5Y | -48.2% | +111.1% | -159.3% | -67.0% |
| 10Y | +127.6% | +206.6% | -79.0% | +17.9% |
| All | +127.6% | +205.6% | -78.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling