+144.6%
HL vs CLF
+83.8%
+60.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.9% |
| 7D | -5.6% | +2.3% | -7.9% | -6.6% |
| 30D | -16.2% | +1.9% | -18.1% | -18.0% |
| 3M | -20.5% | +5.9% | -26.4% | -23.6% |
| 6M | -31.7% | +16.9% | -48.6% | -36.9% |
| YTD | -26.4% | -1.1% | -25.3% | -29.4% |
| 1Y | -4.3% | +28.8% | -33.1% | -15.1% |
| 3Y | +276.9% | -20.6% | +297.5% | +254.6% |
| 5Y | +124.1% | -41.5% | +165.6% | +121.0% |
| 10Y | +144.6% | +87.5% | +57.1% | +48.0% |
| All | +144.6% | +83.8% | +60.8% | +48.0% |
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 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