+5.8%
HD vs CLS
+1,229.1%
-1,223.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -2.1% | +4.6% | -6.6% | -2.3% |
| 30D | -8.4% | -13.9% | +5.5% | -7.9% |
| 3M | +4.3% | -26.6% | +30.9% | +5.6% |
| 6M | -11.1% | +15.4% | -26.5% | -12.9% |
| YTD | -4.7% | +5.7% | -10.3% | -6.4% |
| 1Y | -19.8% | +41.1% | -60.9% | -23.7% |
| All | +5.8% | +1,229.1% | -1,223.4% | -30.8% |
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