+20.2%
CLF vs PH
+20.3%
-0.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.7% | -5.5% | -7.2% |
| 7D | -7.9% | -0.2% | -7.7% | -7.6% |
| 30D | +5.2% | -6.7% | +12.0% | +9.5% |
| 3M | +4.3% | -8.1% | +12.4% | +9.0% |
| 6M | +25.3% | +5.3% | +19.9% | +21.7% |
| YTD | -3.3% | +4.2% | -7.5% | -1.8% |
| 1Y | +20.2% | +19.3% | +0.9% | +29.3% |
| All | +20.2% | +20.3% | -0.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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