+732.7%
CLS vs HDB
-11.1%
+743.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | -22.2% | +13.3% | -35.5% | -25.8% |
| 30D | -44.4% | +13.6% | -57.9% | -47.1% |
| 3M | -34.3% | +5.8% | -40.1% | -35.9% |
| 6M | -50.1% | -1.9% | -48.1% | -50.2% |
| YTD | -30.1% | -31.2% | +1.1% | -20.1% |
| 1Y | -39.3% | -29.6% | -9.8% | -31.3% |
| 3Y | +732.7% | -10.1% | +742.8% | +738.2% |
| All | +732.7% | -11.1% | +743.8% | +738.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling