+41.1%
CLS vs HDB
-34.6%
+75.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.6% | +0.4% | +4.1% | +4.4% |
| 30D | -13.9% | -2.8% | -11.1% | -13.0% |
| 3M | -26.6% | -3.5% | -23.0% | -27.4% |
| 6M | +15.4% | -24.7% | +40.1% | +27.0% |
| YTD | +5.7% | -36.6% | +42.2% | +22.1% |
| 1Y | +41.1% | -34.4% | +75.5% | +61.7% |
| All | +41.1% | -34.6% | +75.7% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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