+30.6%
HD vs CLS
+895.8%
-865.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -1.0% |
| 7D | -0.5% | +23.5% | -24.0% | -1.1% |
| 30D | +18.5% | -28.9% | +47.4% | +19.7% |
| 3M | +2.2% | -25.2% | +27.3% | +2.8% |
| 6M | +13.8% | -32.1% | +45.9% | +14.5% |
| YTD | +3.4% | -14.1% | +17.5% | +2.0% |
| 1Y | -3.5% | -24.1% | +20.6% | -4.3% |
| All | +30.6% | +895.8% | -865.2% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling