+575.2%
HLT vs CLF
+133.3%
+442.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.3% |
| 7D | -1.6% | -3.5% | +1.9% | -1.0% |
| 30D | -5.0% | -1.6% | -3.5% | -5.0% |
| 3M | -10.4% | -12.0% | +1.6% | -9.2% |
| 6M | +3.2% | +30.0% | -26.7% | -3.1% |
| YTD | +6.7% | -9.2% | +15.9% | +5.7% |
| 1Y | +10.3% | +2.3% | +8.0% | +4.9% |
| 3Y | +99.3% | -14.4% | +113.7% | +85.3% |
| 5Y | +143.7% | -48.3% | +192.0% | +139.5% |
| All | +575.2% | +133.3% | +442.0% | +363.6% |
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