+164.7%
HLT vs CLF
-42.8%
+207.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | +0.7% | +10.4% | -9.7% | -0.7% |
| 30D | +13.7% | +0.6% | +13.2% | +12.9% |
| 3M | +16.3% | +4.1% | +12.2% | +14.3% |
| 6M | +19.9% | +15.1% | +4.8% | +14.7% |
| YTD | +30.1% | -4.7% | +34.8% | +26.8% |
| 1Y | +38.5% | +20.4% | +18.1% | +29.5% |
| 3Y | +131.0% | -23.4% | +154.4% | +120.1% |
| All | +164.7% | -42.8% | +207.5% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling