+31,139.8%
HD vs CLF
+714.0%
+30,425.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.7% |
| 7D | -2.1% | +7.6% | -9.6% | -3.0% |
| 30D | -8.4% | -1.2% | -7.2% | -8.4% |
| 3M | +4.3% | -13.4% | +17.7% | +5.5% |
| 6M | -11.1% | +15.4% | -26.6% | -13.9% |
| YTD | -4.7% | -5.9% | +1.2% | -5.8% |
| 1Y | -19.8% | +18.8% | -38.6% | -24.2% |
| 3Y | +4.1% | -19.4% | +23.5% | -0.5% |
| 5Y | +10.3% | -47.7% | +58.0% | +8.1% |
| 10Y | +203.2% | +130.4% | +72.8% | +116.2% |
| All | +31,139.8% | +714.0% | +30,425.8% | +8,675.4% |
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