+53.1%
HAL vs CLF
-41.3%
+94.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.9% |
| 7D | -0.2% | +2.3% | -2.5% | -0.9% |
| 30D | +1.0% | +1.9% | -0.9% | -0.1% |
| 3M | -2.1% | +5.9% | -8.0% | -4.5% |
| 6M | -17.5% | +16.9% | -34.4% | -22.5% |
| YTD | +18.1% | -1.1% | +19.2% | +13.3% |
| 1Y | +19.7% | +28.8% | -9.1% | +6.8% |
| 3Y | -7.9% | -20.6% | +12.7% | -14.9% |
| 5Y | +53.1% | -41.5% | +94.6% | +50.4% |
| All | +53.1% | -41.3% | +94.4% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling