+417.4%
HL vs CLF
-14.9%
+432.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | +7.1% | +6.5% | +0.6% | +5.1% |
| 30D | +21.4% | +0.2% | +21.2% | +21.0% |
| 3M | +37.4% | -3.1% | +40.5% | +37.5% |
| 6M | +0.4% | +25.0% | -24.6% | -7.0% |
| YTD | +6.7% | -7.5% | +14.1% | +6.5% |
| 1Y | +102.4% | +11.5% | +90.8% | +92.0% |
| 3Y | +417.4% | -13.7% | +431.1% | +441.2% |
| All | +417.4% | -14.9% | +432.3% | +441.2% |
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