+13.6%
CLF vs THC
+35.6%
-22.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -19.6% | +3.7% | -23.3% | -20.2% |
| 30D | -5.0% | +9.0% | -14.0% | -7.0% |
| 3M | -6.3% | +10.4% | -16.7% | -9.0% |
| 6M | +2.8% | +45.7% | -42.9% | -8.7% |
| YTD | -13.7% | +42.6% | -56.3% | -22.7% |
| 1Y | +13.6% | +38.8% | -25.2% | +2.8% |
| All | +13.6% | +35.6% | -22.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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