+3,542.1%
CLS vs HIG
+122.5%
+3,419.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.0% | +7.6% | +6.2% |
| 7D | +12.8% | -1.1% | +13.8% | +13.1% |
| 30D | +3.8% | -4.9% | +8.7% | +5.1% |
| 3M | -14.6% | +6.8% | -21.4% | -16.7% |
| 6M | +32.2% | -1.7% | +33.9% | +31.9% |
| YTD | +11.6% | -0.2% | +11.9% | +10.3% |
| 1Y | +35.1% | +5.7% | +29.3% | +29.3% |
| 3Y | +1,312.5% | +100.3% | +1,212.3% | +804.5% |
| 5Y | +3,542.1% | +118.5% | +3,423.6% | +1,873.9% |
| All | +3,542.1% | +122.5% | +3,419.5% | +1,873.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling