+129.2%
HPE vs CLF
+20.0%
+109.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -4.9% |
| 7D | -0.6% | +7.6% | -8.2% | -2.3% |
| 30D | -2.3% | -1.2% | -1.1% | -2.2% |
| 3M | -2.9% | -13.4% | +10.5% | +0.2% |
| 6M | +143.6% | +15.4% | +128.1% | +135.6% |
| YTD | +118.5% | -5.9% | +124.4% | +115.9% |
| 1Y | +129.2% | +18.8% | +110.4% | +118.1% |
| All | +129.2% | +20.0% | +109.2% | +118.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling