+365.4%
HPE vs CLF
+92.7%
+272.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.0% | -0.8% | +4.5% |
| 7D | -7.1% | -14.1% | +7.0% | -3.6% |
| 30D | -35.3% | -5.5% | -29.7% | -34.5% |
| 3M | -10.4% | 0.0% | -10.4% | -10.9% |
| 6M | +52.5% | +11.3% | +41.2% | +47.1% |
| YTD | +100.3% | -7.7% | +108.0% | +98.6% |
| 1Y | +106.4% | +17.5% | +88.8% | +93.2% |
| 3Y | +227.4% | -25.4% | +252.8% | +214.9% |
| 5Y | +250.6% | -46.0% | +296.5% | +244.4% |
| 10Y | +365.4% | +80.1% | +285.3% | +205.1% |
| All | +365.4% | +92.7% | +272.7% | +205.1% |
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 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