+8.1%
HD vs CLF
-42.3%
+50.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.2% |
| 7D | +5.2% | -9.1% | +14.2% | +6.0% |
| 30D | +20.7% | -0.9% | +21.7% | +20.2% |
| 3M | +0.8% | +3.0% | -2.2% | -0.3% |
| 6M | +12.2% | +16.7% | -4.5% | +8.7% |
| YTD | +4.2% | -3.2% | +7.4% | +2.2% |
| 1Y | -2.6% | +24.6% | -27.2% | -7.4% |
| 3Y | +30.0% | -22.3% | +52.3% | +25.9% |
| 5Y | +8.1% | -41.2% | +49.3% | +5.7% |
| All | +8.1% | -42.3% | +50.4% | +5.7% |
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