+217.2%
HPQ vs CLF
+128.8%
+88.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | +3.5% | -3.7% | +7.2% | +4.3% |
| 30D | +13.7% | -4.7% | +18.4% | +14.5% |
| 3M | +33.9% | -4.7% | +38.5% | +33.7% |
| 6M | +80.9% | +24.0% | +56.9% | +69.7% |
| YTD | +52.6% | -10.9% | +63.5% | +51.6% |
| 1Y | +21.2% | +4.0% | +17.2% | +14.5% |
| 3Y | +26.9% | -16.9% | +43.8% | +18.0% |
| 5Y | +41.1% | -49.3% | +90.5% | +39.4% |
| All | +217.2% | +128.8% | +88.4% | +101.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling