+6.7%
HD vs CLF
-42.8%
+49.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.4% |
| 7D | +1.5% | +10.4% | -8.9% | +0.5% |
| 30D | +18.0% | +0.6% | +17.4% | +17.3% |
| 3M | +2.8% | +4.1% | -1.3% | +1.5% |
| 6M | +17.0% | +15.1% | +1.9% | +13.5% |
| YTD | +3.5% | -4.7% | +8.3% | +1.7% |
| 1Y | -2.6% | +20.4% | -22.9% | -7.1% |
| 3Y | +30.7% | -23.4% | +54.1% | +26.7% |
| All | +6.7% | -42.8% | +49.5% | +4.3% |
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