+10.8%
HD vs CLS
+3,233.5%
-3,222.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -2.1% | +4.6% | -6.6% | -2.5% |
| 30D | -8.4% | -13.9% | +5.5% | -7.5% |
| 3M | +4.3% | -26.6% | +30.9% | +6.4% |
| 6M | -11.1% | +15.4% | -26.5% | -14.1% |
| YTD | -4.7% | +5.7% | -10.3% | -7.5% |
| 1Y | -19.8% | +41.1% | -60.9% | -26.0% |
| 3Y | +4.1% | +1,228.6% | -1,224.5% | -40.4% |
| All | +10.8% | +3,233.5% | -3,222.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling