+2,903.2%
HPQ vs CLF
+714.0%
+2,189.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.9% |
| 7D | +6.9% | +7.6% | -0.6% | +5.6% |
| 30D | +14.4% | -1.2% | +15.6% | +14.5% |
| 3M | +25.6% | -13.4% | +39.0% | +27.5% |
| 6M | +75.0% | +15.4% | +59.6% | +68.0% |
| YTD | +50.7% | -5.9% | +56.6% | +48.6% |
| 1Y | +18.7% | +18.8% | -0.2% | +10.8% |
| 3Y | +21.5% | -19.4% | +40.9% | +15.8% |
| 5Y | +31.6% | -47.7% | +79.3% | +30.4% |
| 10Y | +216.1% | +130.4% | +85.7% | +117.8% |
| All | +2,903.2% | +714.0% | +2,189.2% | +1,032.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling