+36.7%
CLS vs HBM
+117.5%
-80.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +20.1% | +5.5% | +14.6% | +16.7% |
| 30D | +6.0% | +3.3% | +2.8% | +3.8% |
| 3M | -10.3% | +12.7% | -22.9% | -17.7% |
| 6M | +24.5% | +28.2% | -3.7% | +5.8% |
| YTD | +12.9% | +45.3% | -32.5% | -14.5% |
| 1Y | +36.7% | +121.7% | -85.0% | -7.5% |
| All | +36.7% | +117.5% | -80.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling