-19.1%
HAL vs CLF
+92.7%
-111.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.0% | -6.9% | -2.0% |
| 7D | -7.9% | -14.1% | +6.2% | -3.8% |
| 30D | -2.1% | -5.5% | +3.5% | -1.5% |
| 3M | +0.4% | 0.0% | +0.4% | -1.5% |
| 6M | -19.2% | +11.3% | -30.5% | -25.5% |
| YTD | +14.4% | -7.7% | +22.0% | +8.9% |
| 1Y | +18.0% | +17.5% | +0.4% | +2.8% |
| 3Y | -9.7% | -25.4% | +15.7% | -18.7% |
| 5Y | +40.1% | -46.0% | +86.1% | +31.8% |
| 10Y | -19.1% | +80.1% | -99.2% | -59.8% |
| All | -19.1% | +92.7% | -111.8% | -59.8% |
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