+254.2%
HD vs CLS
+1,628.1%
-1,373.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -1.9% |
| 7D | +4.3% | -22.2% | +26.5% | +7.2% |
| 30D | +20.2% | -44.4% | +64.6% | +28.2% |
| 3M | -1.0% | -34.3% | +33.3% | +2.7% |
| 6M | +7.9% | -50.1% | +58.0% | +14.6% |
| YTD | +2.0% | -30.1% | +32.1% | +1.5% |
| 1Y | -4.3% | -39.3% | +35.0% | -3.6% |
| 3Y | +25.9% | +732.7% | -706.8% | -31.1% |
| 5Y | +5.8% | +1,777.2% | -1,771.4% | -53.6% |
| All | +254.2% | +1,628.1% | -1,373.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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