+104.6%
CLF vs USHY
+48.0%
+56.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -2.9% |
| 7D | +10.4% | -0.4% | +10.8% | +11.8% |
| 30D | +0.6% | +0.6% | 0.0% | -1.3% |
| 3M | +4.1% | -2.0% | +6.1% | +10.5% |
| 6M | +15.1% | -0.5% | +15.6% | +17.3% |
| YTD | -4.7% | +0.6% | -5.3% | -5.5% |
| 1Y | +20.4% | +2.1% | +18.2% | +14.5% |
| 3Y | -23.4% | +25.3% | -48.7% | -57.1% |
| 5Y | -43.3% | +19.7% | -63.0% | -62.3% |
| All | +104.6% | +48.0% | +56.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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