+32.2%
HPQ vs CLF
-48.3%
+80.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.2% |
| 7D | -0.5% | +6.5% | -7.0% | -1.7% |
| 30D | +3.7% | +0.2% | +3.5% | +3.5% |
| 3M | +24.3% | -3.1% | +27.4% | +23.9% |
| 6M | +64.8% | +25.0% | +39.7% | +54.6% |
| YTD | +43.9% | -7.5% | +51.4% | +42.1% |
| 1Y | +11.7% | +11.5% | +0.1% | +3.7% |
| 3Y | +19.7% | -13.7% | +33.4% | +9.2% |
| 5Y | +32.2% | -47.0% | +79.2% | +30.3% |
| All | +32.2% | -48.3% | +80.5% | +30.3% |
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 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