+696.9%
CLF vs HRB
+3,357.9%
-2,661.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +3.1% |
| 7D | +7.6% | -5.7% | +13.2% | +9.6% |
| 30D | -1.2% | +7.9% | -9.1% | -4.7% |
| 3M | -13.4% | +32.1% | -45.5% | -22.7% |
| 6M | +15.4% | +62.2% | -46.8% | -6.6% |
| YTD | -5.9% | +16.4% | -22.3% | -15.2% |
| 1Y | +18.8% | -0.3% | +19.1% | +11.9% |
| 3Y | -19.4% | +36.0% | -55.4% | -34.0% |
| 5Y | -47.7% | +125.2% | -172.9% | -65.6% |
| 10Y | +130.4% | +237.7% | -107.3% | +23.6% |
| All | +696.9% | +3,357.9% | -2,661.0% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling