+3,542.1%
CLS vs HBM
+369.9%
+3,172.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.1% | +3.4% |
| 7D | +12.8% | +7.4% | +5.4% | +9.7% |
| 30D | +3.8% | +5.1% | -1.2% | +1.6% |
| 3M | -14.6% | +11.1% | -25.8% | -19.0% |
| 6M | +32.2% | +30.2% | +2.0% | +18.4% |
| YTD | +11.6% | +46.2% | -34.6% | -5.0% |
| 1Y | +35.1% | +120.0% | -85.0% | -0.3% |
| 3Y | +1,312.5% | +527.4% | +785.1% | +623.7% |
| 5Y | +3,542.1% | +400.4% | +3,141.7% | +1,703.7% |
| All | +3,542.1% | +369.9% | +3,172.2% | +1,703.7% |
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