+284.2%
HL vs CLF
+116.4%
+167.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | +0.4% | -2.7% | +3.0% | +1.2% |
| 30D | +18.8% | -3.2% | +22.0% | +19.6% |
| 3M | +43.7% | -5.0% | +48.7% | +44.3% |
| 6M | -1.0% | +26.6% | -27.6% | -9.5% |
| YTD | +8.7% | -9.0% | +17.7% | +9.0% |
| 1Y | +105.0% | +11.8% | +93.2% | +91.0% |
| 3Y | +427.3% | -15.1% | +442.4% | +391.5% |
| 5Y | +249.3% | -48.2% | +297.5% | +261.6% |
| 10Y | +284.2% | +127.6% | +156.6% | +102.9% |
| All | +284.2% | +116.4% | +167.8% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling