+630.8%
HLT vs CLF
-43.8%
+674.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -2.4% | +6.5% | -8.9% | -3.2% |
| 30D | -4.1% | +0.2% | -4.3% | -4.3% |
| 3M | -10.6% | -3.1% | -7.5% | -10.8% |
| 6M | +2.0% | +25.0% | -23.0% | -2.0% |
| YTD | +6.1% | -7.5% | +13.6% | +5.2% |
| 1Y | +9.8% | +11.5% | -1.7% | +5.0% |
| 3Y | +99.0% | -13.7% | +112.7% | +89.5% |
| 5Y | +151.5% | -47.0% | +198.5% | +148.1% |
| 10Y | +561.1% | +116.3% | +444.8% | +430.9% |
| All | +630.8% | -43.8% | +674.6% | +511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling