+157.6%
HPQ vs CLF
+82.3%
+75.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | -0.4% |
| 7D | +0.5% | -9.1% | +9.6% | +2.0% |
| 30D | -5.9% | -0.9% | -5.0% | -6.7% |
| 3M | -3.7% | +3.0% | -6.7% | -5.8% |
| 6M | +28.1% | +16.7% | +11.4% | +20.6% |
| YTD | +32.5% | -3.2% | +35.6% | +27.6% |
| 1Y | +18.1% | +24.6% | -6.5% | +7.5% |
| 3Y | +16.4% | -22.3% | +38.7% | +8.7% |
| 5Y | +8.9% | -41.2% | +50.1% | +3.5% |
| 10Y | +157.6% | +83.5% | +74.1% | +63.5% |
| All | +157.6% | +82.3% | +75.3% | +63.5% |
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