+3,616.8%
CLS vs HLT
+145.1%
+3,471.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | +5.0% | -2.6% | +7.5% | +6.7% |
| 30D | +4.8% | -2.6% | +7.4% | +6.4% |
| 3M | -10.4% | -9.4% | -1.0% | -4.9% |
| 6M | +20.8% | +2.7% | +18.1% | +17.0% |
| YTD | +10.0% | +6.8% | +3.3% | +3.1% |
| 1Y | +28.5% | +12.4% | +16.2% | +15.0% |
| 3Y | +1,292.2% | +100.2% | +1,192.0% | +753.3% |
| 5Y | +3,616.8% | +143.7% | +3,473.1% | +1,754.2% |
| All | +3,616.8% | +145.1% | +3,471.7% | +1,754.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling