-35.3%
CLS vs HDB
-27.9%
-7.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.2% | +7.2% |
| 7D | -10.6% | +13.7% | -24.3% | -13.7% |
| 30D | -38.4% | +15.8% | -54.3% | -41.1% |
| 3M | -29.9% | +9.2% | -39.1% | -31.6% |
| 6M | -40.6% | +3.2% | -43.8% | -41.8% |
| YTD | -24.6% | -29.4% | +4.8% | -14.7% |
| All | -35.3% | -27.9% | -7.4% | -28.3% |
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