-16.8%
HAL vs CLF
+83.8%
-100.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.7% |
| 7D | -0.2% | +2.3% | -2.5% | -1.2% |
| 30D | +1.0% | +1.9% | -0.9% | -0.8% |
| 3M | -2.1% | +5.9% | -8.0% | -5.8% |
| 6M | -17.5% | +16.9% | -34.4% | -25.0% |
| YTD | +18.1% | -1.1% | +19.2% | +10.1% |
| 1Y | +19.7% | +28.8% | -9.1% | +1.3% |
| 3Y | -7.9% | -20.6% | +12.7% | -18.7% |
| 5Y | +53.1% | -41.5% | +94.6% | +40.3% |
| 10Y | -16.8% | +87.5% | -104.3% | -59.5% |
| All | -16.8% | +83.8% | -100.6% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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