+232.1%
HPE vs CLF
-51.2%
+283.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | -18.7% | -19.6% | +0.8% | -14.2% |
| 30D | -37.9% | -5.0% | -32.9% | -37.2% |
| 3M | -14.4% | -6.3% | -8.1% | -13.4% |
| 6M | +48.2% | +2.8% | +45.4% | +46.0% |
| YTD | +88.6% | -13.7% | +102.3% | +90.2% |
| 1Y | +94.8% | +13.6% | +81.2% | +84.0% |
| 3Y | +202.7% | -34.0% | +236.7% | +196.2% |
| All | +232.1% | -51.2% | +283.3% | +227.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling