+99.7%
CLF vs PH
+759.6%
-659.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | -0.8% |
| 7D | -19.6% | +2.0% | -21.6% | -20.8% |
| 30D | -5.0% | -3.7% | -1.3% | -1.7% |
| 3M | -6.3% | -14.0% | +7.7% | +7.0% |
| 6M | +2.8% | +2.1% | +0.7% | -0.3% |
| YTD | -13.7% | +5.1% | -18.8% | -18.9% |
| 1Y | +13.6% | +10.9% | +2.6% | +1.5% |
| 3Y | -34.0% | +132.9% | -166.9% | -70.6% |
| 5Y | -48.7% | +200.1% | -248.8% | -82.1% |
| All | +99.7% | +759.6% | -659.9% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling