+3,154.0%
CLS vs HL
+273.7%
+2,880.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.8% | +6.8% |
| 7D | +10.9% | -4.4% | +15.3% | +11.9% |
| 30D | +2.1% | +9.3% | -7.2% | -0.2% |
| 3M | -10.2% | +32.0% | -42.2% | -15.6% |
| 6M | +30.4% | -6.4% | +36.8% | +31.0% |
| YTD | +17.2% | +3.1% | +14.1% | +14.3% |
| 1Y | +41.0% | +77.6% | -36.5% | +23.8% |
| 3Y | +1,338.0% | +392.8% | +945.1% | +909.5% |
| 5Y | +3,860.6% | +234.1% | +3,626.5% | +2,747.4% |
| All | +3,154.0% | +273.7% | +2,880.3% | +1,825.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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