+1,838.4%
CLS vs HBM
+217.3%
+1,621.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +9.0% | -1.1% | +4.1% |
| 7D | -10.6% | +5.0% | -15.6% | -12.2% |
| 30D | -38.4% | -12.7% | -25.7% | -34.5% |
| 3M | -29.9% | -17.4% | -12.4% | -24.0% |
| 6M | -40.6% | -8.9% | -31.8% | -38.5% |
| YTD | -24.6% | +14.9% | -39.5% | -29.1% |
| 1Y | -30.8% | +41.4% | -72.2% | -39.4% |
| 3Y | +811.7% | +462.1% | +349.6% | +398.9% |
| 5Y | +1,838.4% | +224.0% | +1,614.4% | +1,055.6% |
| All | +1,838.4% | +217.3% | +1,621.1% | +1,055.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling