-23.4%
CLF vs HRB
+22.6%
-45.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.4% |
| 7D | +10.4% | -5.1% | +15.5% | +9.7% |
| 30D | +0.6% | +8.7% | -8.1% | +1.5% |
| 3M | +4.1% | -5.4% | +9.5% | +3.9% |
| 6M | +15.1% | +41.6% | -26.5% | +18.3% |
| YTD | -4.7% | +18.7% | -23.4% | +0.1% |
| 1Y | +20.4% | +16.4% | +3.9% | +26.5% |
| 3Y | -23.4% | +22.0% | -45.4% | -22.4% |
| All | -23.4% | +22.6% | -45.9% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling