-4.3%
HD vs CLF
+9.8%
-14.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.9% |
| 7D | +4.3% | -19.6% | +23.9% | +4.9% |
| 30D | +20.2% | -5.0% | +25.2% | +19.6% |
| 3M | -1.0% | -6.3% | +5.3% | -1.5% |
| 6M | +7.9% | +2.8% | +5.1% | +6.5% |
| YTD | +2.0% | -13.7% | +15.7% | 0.0% |
| 1Y | -4.3% | +13.6% | -17.9% | -6.0% |
| All | -4.3% | +9.8% | -14.1% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling