+139.5%
HPE vs CLF
+11.1%
+128.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.1% |
| 6M | +167.7% | +25.0% | +142.6% | +156.1% |
| YTD | +135.5% | -7.5% | +142.9% | +133.4% |
| All | +139.5% | +11.1% | +128.4% | +130.0% |
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