+1,980.9%
CLS vs HDB
-23.2%
+2,004.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | +16.3% | +2.7% | +13.5% | +15.1% |
| 30D | -25.7% | +14.1% | -39.8% | -29.9% |
| 3M | -30.9% | +11.8% | -42.7% | -34.5% |
| 6M | -35.5% | +8.2% | -43.7% | -38.6% |
| YTD | -18.7% | -29.3% | +10.6% | -6.7% |
| 1Y | -17.9% | -28.8% | +10.9% | -6.2% |
| 3Y | +838.1% | -7.5% | +845.6% | +828.4% |
| All | +1,980.9% | -23.2% | +2,004.0% | +1,980.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling