+80.4%
CLF vs HRB
+226.2%
-145.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +16.0% | -7.8% | +23.8% | +18.5% |
| 30D | +1.6% | +15.7% | -14.1% | -3.5% |
| 3M | +6.7% | -5.5% | +12.2% | +7.1% |
| 6M | +21.1% | +41.1% | -20.0% | +5.2% |
| YTD | -1.6% | +20.4% | -21.9% | -11.5% |
| 1Y | +18.5% | +15.2% | +3.3% | +8.1% |
| 3Y | -21.0% | +24.3% | -45.3% | -33.2% |
| 5Y | -41.4% | +144.7% | -186.1% | -64.8% |
| All | +80.4% | +226.2% | -145.8% | -7.0% |
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