-41.5%
CLF vs THC
+267.4%
-308.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.9% |
| 7D | +2.3% | +0.2% | +2.1% | +2.4% |
| 30D | +1.9% | +9.0% | -7.1% | -0.8% |
| 3M | +5.9% | +12.9% | -7.0% | +1.7% |
| 6M | +16.9% | +52.8% | -35.9% | +2.2% |
| YTD | -1.1% | +47.4% | -48.5% | -13.1% |
| 1Y | +28.8% | +47.7% | -18.9% | +13.1% |
| 3Y | -20.6% | +444.7% | -465.3% | -54.7% |
| 5Y | -41.5% | +269.3% | -310.8% | -62.4% |
| All | -41.5% | +267.4% | -308.9% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling