+1,312.5%
CLS vs HIG
+99.1%
+1,213.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.0% | +7.6% | +5.4% |
| 7D | +12.8% | -1.1% | +13.8% | +12.6% |
| 30D | +3.8% | -4.9% | +8.7% | +3.4% |
| 3M | -14.6% | +6.8% | -21.4% | -14.2% |
| 6M | +32.2% | -1.7% | +33.9% | +33.2% |
| YTD | +11.6% | -0.2% | +11.9% | +12.4% |
| 1Y | +35.1% | +5.7% | +29.3% | +34.8% |
| 3Y | +1,312.5% | +100.3% | +1,212.3% | +1,026.2% |
| All | +1,312.5% | +99.1% | +1,213.5% | +1,026.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling