-47.8%
CLF vs PH
+254.3%
-302.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.0% |
| 7D | +7.6% | -3.1% | +10.6% | +10.2% |
| 30D | -1.2% | -3.2% | +2.1% | +0.7% |
| 3M | -13.4% | +10.6% | -24.0% | -21.0% |
| 6M | +15.4% | -2.1% | +17.6% | +15.8% |
| YTD | -5.9% | +10.2% | -16.1% | -14.5% |
| 1Y | +18.8% | +28.2% | -9.4% | -6.0% |
| 3Y | -19.4% | +134.9% | -154.3% | -61.6% |
| All | -47.8% | +254.3% | -302.1% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling