+117.5%
HPE vs CLF
+26.4%
+91.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +13.6% | +16.0% | -2.4% | +8.5% |
| 30D | -27.1% | +1.6% | -28.7% | -27.6% |
| 3M | -14.5% | +6.7% | -21.2% | -16.4% |
| 6M | +66.9% | +21.1% | +45.8% | +60.1% |
| YTD | +111.3% | -1.6% | +112.9% | +102.5% |
| 1Y | +117.5% | +18.5% | +99.0% | +107.0% |
| All | +117.5% | +26.4% | +91.1% | +107.0% |
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