+609.4%
CLS vs HDB
+3,812.1%
-3,202.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.6% | +0.4% | +4.1% | +4.4% |
| 30D | -13.9% | -2.8% | -11.1% | -13.2% |
| 3M | -26.6% | -3.5% | -23.0% | -26.2% |
| 6M | +15.4% | -24.7% | +40.1% | +27.2% |
| YTD | +5.7% | -36.6% | +42.2% | +23.8% |
| 1Y | +41.1% | -34.4% | +75.5% | +63.0% |
| 3Y | +1,228.6% | -24.4% | +1,253.0% | +1,337.0% |
| 5Y | +3,240.6% | -35.4% | +3,276.0% | +3,669.7% |
| 10Y | +2,760.3% | +39.5% | +2,720.8% | +2,275.0% |
| All | +609.4% | +3,812.1% | -3,202.7% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling