+495.9%
HPE vs CLF
+108.7%
+387.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.4% | +8.1% |
| 7D | +10.1% | +6.5% | +3.6% | +8.5% |
| 30D | +5.3% | +0.2% | +5.0% | +5.0% |
| 3M | +12.7% | -3.1% | +15.8% | +12.3% |
| 6M | +167.7% | +25.0% | +142.6% | +151.5% |
| YTD | +135.5% | -7.5% | +142.9% | +134.1% |
| 1Y | +143.4% | +11.5% | +131.9% | +127.4% |
| 3Y | +249.2% | -13.7% | +262.9% | +225.4% |
| 5Y | +343.8% | -47.0% | +390.8% | +336.4% |
| 10Y | +495.9% | +116.3% | +379.6% | +279.8% |
| All | +495.9% | +108.7% | +387.2% | +279.8% |
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