+3,032.4%
CLS vs HIG
+314.3%
+2,718.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +20.1% | -0.5% | +20.6% | +20.4% |
| 30D | +6.0% | -2.8% | +8.9% | +7.2% |
| 3M | -10.3% | +6.3% | -16.6% | -13.3% |
| 6M | +24.5% | -0.1% | +24.6% | +22.7% |
| YTD | +12.9% | +0.4% | +12.4% | +10.3% |
| 1Y | +36.7% | +6.2% | +30.4% | +28.9% |
| 3Y | +1,328.1% | +101.6% | +1,226.5% | +848.4% |
| 5Y | +3,682.3% | +119.8% | +3,562.5% | +2,277.1% |
| All | +3,032.4% | +314.3% | +2,718.1% | +1,379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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