+630.6%
CLF vs HRB
+3,613.7%
-2,983.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +3.1% |
| 7D | -19.6% | +2.7% | -22.3% | -20.5% |
| 30D | -5.0% | +22.1% | -27.1% | -11.9% |
| 3M | -6.3% | +15.7% | -22.0% | -12.6% |
| 6M | +2.8% | +83.3% | -80.6% | -20.5% |
| YTD | -13.7% | +25.0% | -38.7% | -24.9% |
| 1Y | +13.6% | +6.9% | +6.6% | +4.2% |
| 3Y | -34.0% | +39.0% | -73.0% | -46.7% |
| 5Y | -48.7% | +146.4% | -195.1% | -67.5% |
| 10Y | +113.4% | +254.4% | -141.0% | +11.4% |
| All | +630.6% | +3,613.7% | -2,983.2% | +126.4% |
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 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