+1,027.9%
C vs HL
+11.9%
+1,016.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.9% |
| 7D | -0.4% | +8.2% | -8.5% | -1.1% |
| 30D | -5.2% | -16.3% | +11.1% | -3.8% |
| 3M | -9.1% | -18.6% | +9.5% | -7.8% |
| 6M | -1.6% | -23.2% | +21.6% | -0.1% |
| YTD | +6.9% | -25.5% | +32.4% | +7.9% |
| 1Y | +23.0% | -4.8% | +27.7% | +21.3% |
| 3Y | +216.1% | +281.4% | -65.3% | +169.7% |
| 5Y | +112.2% | +137.8% | -25.6% | +84.6% |
| 10Y | +208.8% | +135.5% | +73.3% | +149.1% |
| All | +1,027.9% | +11.9% | +1,016.0% | +710.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 all: compounded portfolio wealth divided by compounded HL 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…
all analysis · Full analysis span regression · 6 months rolling