+6,003.5%
CLS vs HBM
+470.7%
+5,532.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | -1.3% | +4.0% | +3.3% |
| 30D | -30.1% | -14.8% | -15.3% | -26.6% |
| 3M | -21.7% | -20.7% | -1.0% | -16.3% |
| 6M | -36.2% | -13.9% | -22.3% | -33.5% |
| YTD | -17.8% | +10.6% | -28.4% | -20.2% |
| 1Y | -26.8% | +32.4% | -59.2% | -31.9% |
| 3Y | +853.4% | +432.0% | +421.4% | +518.3% |
| 5Y | +2,005.0% | +205.5% | +1,799.6% | +1,374.4% |
| 10Y | +1,929.4% | +291.1% | +1,638.3% | +1,028.7% |
| All | +6,003.5% | +470.7% | +5,532.8% | +2,400.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling