+3,154.0%
CLS vs HLT
+590.2%
+2,563.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +10.9% | -1.6% | +12.6% | +11.9% |
| 30D | +2.1% | -5.0% | +7.1% | +5.0% |
| 3M | -10.2% | -10.4% | +0.2% | -4.7% |
| 6M | +30.4% | +3.2% | +27.1% | +26.7% |
| YTD | +17.2% | +6.7% | +10.5% | +11.1% |
| 1Y | +41.0% | +10.3% | +30.8% | +30.0% |
| 3Y | +1,338.0% | +99.3% | +1,238.6% | +842.7% |
| 5Y | +3,860.6% | +143.7% | +3,716.9% | +2,164.3% |
| All | +3,154.0% | +590.2% | +2,563.8% | +1,229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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