+595.7%
HAL vs CLF
+714.0%
-118.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | +2.9% | +7.6% | -4.6% | +0.8% |
| 30D | +17.0% | -1.2% | +18.2% | +17.0% |
| 3M | -9.7% | -13.4% | +3.7% | -7.6% |
| 6M | +8.6% | +15.4% | -6.8% | +0.5% |
| YTD | +33.0% | -5.9% | +38.9% | +28.6% |
| 1Y | +68.3% | +18.8% | +49.5% | +46.4% |
| 3Y | +0.1% | -19.4% | +19.5% | -9.5% |
| 5Y | +102.6% | -47.7% | +150.3% | +97.4% |
| 10Y | +3.8% | +130.4% | -126.5% | -43.1% |
| All | +595.7% | +714.0% | -118.3% | +123.4% |
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 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