+245.3%
HD vs CLS
+1,924.3%
-1,679.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.4% | -0.9% |
| 7D | -1.2% | +2.8% | -3.9% | -1.6% |
| 30D | +20.9% | -30.1% | +51.0% | +25.4% |
| 3M | -0.2% | -21.7% | +21.6% | +1.3% |
| 6M | +14.5% | -36.2% | +50.7% | +17.8% |
| YTD | +4.3% | -17.8% | +22.1% | +1.7% |
| 1Y | -3.5% | -26.8% | +23.3% | -5.0% |
| 3Y | +30.1% | +853.4% | -823.3% | -29.8% |
| 5Y | +8.5% | +2,005.0% | -1,996.6% | -52.9% |
| 10Y | +245.3% | +1,929.4% | -1,684.1% | +21.6% |
| All | +245.3% | +1,924.3% | -1,679.1% | +21.6% |
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