+2,944.0%
CLS vs HDB
+34.0%
+2,910.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.0% | +8.7% | +7.0% |
| 7D | +12.8% | -2.0% | +14.8% | +13.7% |
| 30D | +3.8% | -4.9% | +8.7% | +5.7% |
| 3M | -14.6% | -2.3% | -12.3% | -14.9% |
| 6M | +32.2% | -23.7% | +56.0% | +47.7% |
| YTD | +11.6% | -38.5% | +50.1% | +37.3% |
| 1Y | +35.1% | -36.5% | +71.5% | +63.3% |
| 3Y | +1,312.5% | -28.5% | +1,341.0% | +1,484.0% |
| 5Y | +3,542.1% | -37.4% | +3,579.4% | +4,134.3% |
| 10Y | +2,944.0% | +34.0% | +2,910.0% | +2,438.4% |
| All | +2,944.0% | +34.0% | +2,910.0% | +2,438.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling