+134.4%
HL vs CLF
+80.0%
+54.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.3% |
| 7D | -7.6% | +16.0% | -23.6% | -11.9% |
| 30D | -17.5% | +1.6% | -19.1% | -19.2% |
| 3M | -26.2% | +6.7% | -32.9% | -29.3% |
| 6M | -35.1% | +21.1% | -56.2% | -40.7% |
| YTD | -30.4% | -1.6% | -28.8% | -33.1% |
| 1Y | -14.0% | +18.5% | -32.5% | -21.7% |
| 3Y | +256.3% | -21.0% | +277.3% | +235.8% |
| 5Y | +112.5% | -41.4% | +153.9% | +109.5% |
| All | +134.4% | +80.0% | +54.5% | +42.8% |
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