+1,751.5%
CLS vs HDB
+61.5%
+1,690.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.2% | +6.7% |
| 7D | -10.6% | +13.7% | -24.3% | -15.8% |
| 30D | -38.4% | +15.8% | -54.3% | -42.7% |
| 3M | -29.9% | +9.2% | -39.1% | -33.2% |
| 6M | -40.6% | +3.2% | -43.8% | -42.5% |
| YTD | -24.6% | -29.4% | +4.8% | -13.2% |
| 1Y | -30.8% | -27.9% | -2.9% | -21.1% |
| 3Y | +811.7% | -5.9% | +817.6% | +797.5% |
| 5Y | +1,838.4% | -23.5% | +1,861.9% | +1,950.8% |
| 10Y | +1,751.5% | +61.3% | +1,690.2% | +1,315.5% |
| All | +1,751.5% | +61.5% | +1,690.0% | +1,315.5% |
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