-42.7%
CLF vs XHB
+173.9%
-216.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +0.9% |
| 7D | +7.6% | -1.3% | +8.9% | +8.8% |
| 30D | -1.2% | -6.9% | +5.7% | +5.0% |
| 3M | -13.4% | -1.3% | -12.1% | -13.2% |
| 6M | +15.4% | -6.8% | +22.2% | +21.7% |
| YTD | -5.9% | +0.7% | -6.6% | -7.6% |
| 1Y | +18.8% | -11.2% | +30.1% | +29.9% |
| 3Y | -19.4% | +25.3% | -44.7% | -36.7% |
| 5Y | -47.7% | +37.3% | -85.0% | -62.7% |
| 10Y | +130.4% | +211.5% | -81.1% | -17.1% |
| All | -42.7% | +173.9% | -216.6% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling