+13.7%
CLF vs XHB
-14.7%
+28.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | 0.0% |
| 7D | +6.5% | +0.2% | +6.3% | +6.4% |
| 30D | +0.2% | -9.1% | +9.3% | +6.9% |
| 3M | -3.1% | -2.3% | -0.8% | -2.5% |
| 6M | +25.0% | -4.1% | +29.1% | +26.8% |
| YTD | -7.5% | -1.7% | -5.7% | -7.5% |
| All | +13.7% | -14.7% | +28.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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