-13.3%
CLF vs HRB
+38.9%
-52.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +1.5% |
| 7D | +7.6% | -5.7% | +13.2% | +7.1% |
| 30D | -1.2% | +7.9% | -9.1% | -0.6% |
| 3M | -13.4% | +32.1% | -45.5% | -11.7% |
| 6M | +15.4% | +62.2% | -46.8% | +18.4% |
| YTD | -5.9% | +16.4% | -22.3% | -1.7% |
| 1Y | +18.8% | -0.3% | +19.1% | +25.8% |
| All | -13.3% | +38.9% | -52.2% | -15.0% |
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 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