+249.6%
HL vs CLF
-22.9%
+272.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.0% |
| 7D | -11.1% | +10.4% | -21.5% | -13.7% |
| 30D | -12.1% | +0.6% | -12.6% | -13.6% |
| 3M | -26.1% | +4.1% | -30.2% | -28.5% |
| 6M | -37.7% | +15.1% | -52.8% | -41.9% |
| YTD | -31.7% | -4.7% | -26.9% | -33.6% |
| 1Y | -11.6% | +20.4% | -32.0% | -19.1% |
| 3Y | +249.6% | -23.4% | +273.0% | +235.7% |
| All | +249.6% | -22.9% | +272.6% | +235.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling