+6.1%
HD vs CLS
+2,101.3%
-2,095.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -1.2% |
| 7D | -0.5% | +23.5% | -24.0% | -2.1% |
| 30D | +18.5% | -28.9% | +47.4% | +21.1% |
| 3M | +2.2% | -25.2% | +27.3% | +3.6% |
| 6M | +13.8% | -32.1% | +45.9% | +15.3% |
| YTD | +3.4% | -14.1% | +17.5% | +1.1% |
| 1Y | -3.5% | -24.1% | +20.6% | -4.9% |
| 3Y | +29.0% | +897.0% | -868.0% | -26.8% |
| 5Y | +6.1% | +2,089.9% | -2,083.8% | -53.4% |
| All | +6.1% | +2,101.3% | -2,095.2% | -53.4% |
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