+213.9%
HPQ vs CLF
+133.8%
+80.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.6% | +5.2% |
| 7D | +2.2% | -2.7% | +4.9% | +2.8% |
| 30D | +9.7% | -3.2% | +13.0% | +10.2% |
| 3M | +32.7% | -5.0% | +37.7% | +32.7% |
| 6M | +77.7% | +26.6% | +51.1% | +66.1% |
| YTD | +51.0% | -9.0% | +59.9% | +49.4% |
| 1Y | +18.4% | +11.8% | +6.6% | +10.1% |
| 3Y | +25.6% | -15.1% | +40.7% | +16.2% |
| 5Y | +38.6% | -48.2% | +86.8% | +36.4% |
| All | +213.9% | +133.8% | +80.1% | +98.4% |
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