+33,950.9%
HD vs CLF
+633.9%
+33,317.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.2% | +10.7% | 0.0% |
| 7D | +6.4% | -21.0% | +27.3% | +9.4% |
| 30D | +22.1% | -8.0% | +30.1% | +22.6% |
| 3M | -0.2% | -10.9% | +10.7% | +0.3% |
| 6M | +12.6% | +5.8% | +6.8% | +9.7% |
| YTD | +3.9% | -15.1% | +19.0% | +3.2% |
| 1Y | -3.7% | +7.2% | -11.0% | -7.5% |
| 3Y | +27.9% | -34.2% | +62.0% | +24.7% |
| 5Y | +7.8% | -49.6% | +57.4% | +5.6% |
| 10Y | +269.4% | +109.9% | +159.5% | +165.8% |
| All | +33,950.9% | +633.9% | +33,317.0% | +9,514.0% |
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 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