+59.2%
HAL vs CLF
-42.8%
+102.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.8% |
| 7D | +6.1% | +10.4% | -4.3% | +3.8% |
| 30D | +2.9% | +0.6% | +2.3% | +2.0% |
| 3M | +3.3% | +4.1% | -0.8% | +1.2% |
| 6M | -16.9% | +15.1% | -32.0% | -21.7% |
| YTD | +21.2% | -4.7% | +25.9% | +17.1% |
| 1Y | +27.5% | +20.4% | +7.2% | +15.8% |
| 3Y | -6.4% | -23.4% | +16.9% | -13.0% |
| All | +59.2% | -42.8% | +102.0% | +54.8% |
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 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