-2.5%
HAL vs CLF
-18.8%
+16.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | +2.9% | +7.6% | -4.6% | +1.8% |
| 30D | +17.0% | -1.2% | +18.2% | +17.1% |
| 3M | -9.7% | -13.4% | +3.7% | -8.2% |
| 6M | +8.6% | +15.4% | -6.8% | +4.5% |
| YTD | +33.0% | -5.9% | +38.9% | +31.5% |
| 1Y | +68.3% | +18.8% | +49.5% | +52.4% |
| All | -2.5% | -18.8% | +16.4% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling