-13.7%
CLF vs USHY
+27.8%
-41.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.6% |
| 7D | +6.5% | 0.0% | +6.5% | +6.4% |
| 30D | +0.2% | 0.0% | +0.3% | +0.3% |
| 3M | -3.1% | +1.2% | -4.2% | -7.8% |
| 6M | +25.0% | +2.6% | +22.4% | +13.1% |
| YTD | -7.5% | +2.4% | -9.9% | -15.5% |
| 1Y | +11.5% | +4.2% | +7.3% | -4.5% |
| 3Y | -13.7% | +28.0% | -41.7% | -56.5% |
| All | -13.7% | +27.8% | -41.5% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling