+3,236.4%
CLS vs HLT
+637.7%
+2,598.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.8% | +6.9% |
| 7D | +12.8% | -2.4% | +15.2% | +14.3% |
| 30D | +3.8% | -4.1% | +7.9% | +6.1% |
| 3M | -14.6% | -10.6% | -4.1% | -9.5% |
| 6M | +32.2% | +2.0% | +30.2% | +29.6% |
| YTD | +11.6% | +6.1% | +5.5% | +6.5% |
| 1Y | +35.1% | +9.8% | +25.2% | +25.3% |
| 3Y | +1,312.5% | +99.0% | +1,213.5% | +850.5% |
| 5Y | +3,542.1% | +151.5% | +3,390.6% | +2,020.3% |
| 10Y | +2,944.0% | +561.1% | +2,382.9% | +1,024.4% |
| All | +3,236.4% | +637.7% | +2,598.7% | +1,066.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling