+80.1%
CLF vs HRB
+246.2%
-166.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.2% | +10.2% | +7.9% |
| 7D | -14.1% | -2.4% | -11.7% | -13.7% |
| 30D | -5.5% | +15.7% | -21.3% | -10.4% |
| 3M | 0.0% | +11.4% | -11.4% | -5.1% |
| 6M | +11.3% | +40.7% | -29.5% | -3.3% |
| YTD | -7.7% | +21.0% | -28.6% | -17.1% |
| 1Y | +17.5% | +7.2% | +10.3% | +10.2% |
| 3Y | -25.4% | +29.2% | -54.6% | -37.9% |
| 5Y | -46.0% | +142.3% | -188.3% | -67.4% |
| 10Y | +80.1% | +253.1% | -173.0% | -9.3% |
| All | +80.1% | +246.2% | -166.2% | -9.3% |
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