+497.6%
HAL vs CLF
+646.3%
-148.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.7% |
| 7D | -12.0% | -19.6% | +7.6% | -6.7% |
| 30D | +0.3% | -5.0% | +5.3% | +0.7% |
| 3M | -1.6% | -6.3% | +4.7% | -1.5% |
| 6M | -20.5% | +2.8% | -23.3% | -24.2% |
| YTD | +14.2% | -13.7% | +27.9% | +11.6% |
| 1Y | +18.9% | +13.6% | +5.3% | +6.6% |
| 3Y | -13.7% | -34.0% | +20.3% | -18.0% |
| 5Y | +42.2% | -48.7% | +90.9% | +38.0% |
| 10Y | -16.7% | +113.4% | -130.1% | -53.4% |
| All | +497.6% | +646.3% | -148.7% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling