+20.2%
CLF vs HWM
+5.4%
+14.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.3% | -4.9% | -7.7% |
| 7D | -7.9% | +9.4% | -17.3% | -10.6% |
| 30D | +5.2% | -7.0% | +12.2% | +8.5% |
| 3M | +4.3% | -25.9% | +30.2% | +17.4% |
| 6M | +25.3% | -10.8% | +36.1% | +32.4% |
| YTD | -3.3% | +4.3% | -7.6% | -6.1% |
| 1Y | +20.2% | +4.4% | +15.8% | +18.2% |
| All | +20.2% | +5.4% | +14.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling