+257.9%
HD vs CLF
+92.7%
+165.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.1% | +2.0% |
| 7D | +3.6% | -14.1% | +17.7% | +5.3% |
| 30D | +21.6% | -5.5% | +27.1% | +21.7% |
| 3M | +0.1% | 0.0% | +0.1% | -0.9% |
| 6M | +13.0% | +11.3% | +1.7% | +9.4% |
| YTD | +4.9% | -7.7% | +12.6% | +3.1% |
| 1Y | -2.1% | +17.5% | -19.6% | -7.1% |
| 3Y | +32.6% | -25.4% | +58.0% | +27.3% |
| 5Y | +8.2% | -46.0% | +54.2% | +5.2% |
| 10Y | +257.9% | +80.1% | +177.8% | +148.1% |
| All | +257.9% | +92.7% | +165.2% | +148.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling