+26.1%
CLF vs PH
+15.9%
+10.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.3% |
| 7D | -9.1% | +2.1% | -11.2% | -10.1% |
| 30D | -0.9% | +0.3% | -1.2% | -0.8% |
| 3M | +3.0% | -8.8% | +11.8% | +9.1% |
| 6M | +16.7% | +10.0% | +6.7% | +8.5% |
| YTD | -3.2% | +10.5% | -13.6% | -10.2% |
| All | +26.1% | +15.9% | +10.2% | +16.8% |
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