+2,463.6%
CLS vs HL
+172.5%
+2,291.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.2% |
| 7D | +16.3% | -11.1% | +27.4% | +17.9% |
| 30D | -25.7% | -12.1% | -13.6% | -24.6% |
| 3M | -30.9% | -26.1% | -4.8% | -28.6% |
| 6M | -35.5% | -37.7% | +2.3% | -32.0% |
| YTD | -18.7% | -31.7% | +13.0% | -15.7% |
| 1Y | -17.9% | -11.6% | -6.3% | -17.4% |
| 3Y | +838.1% | +249.6% | +588.5% | +694.5% |
| 5Y | +1,971.9% | +108.5% | +1,863.4% | +1,706.9% |
| 10Y | +1,907.9% | +127.0% | +1,780.9% | +1,501.4% |
| All | +2,463.6% | +172.5% | +2,291.1% | +1,874.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling