+1,163.5%
C vs HL
+62.0%
+1,101.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | +3.6% | +1.5% | +2.2% | +3.5% |
| 30D | +0.1% | +25.1% | -25.0% | -2.1% |
| 3M | +2.4% | +22.9% | -20.5% | +0.2% |
| 6M | +24.9% | -4.9% | +29.8% | +24.5% |
| YTD | +19.8% | +7.8% | +12.0% | +17.4% |
| 1Y | +44.9% | +133.9% | -89.0% | +31.9% |
| 3Y | +263.0% | +380.9% | -117.9% | +203.5% |
| 5Y | +129.5% | +230.2% | -100.7% | +94.1% |
| 10Y | +291.6% | +265.6% | +26.0% | +204.1% |
| All | +1,163.5% | +62.0% | +1,101.6% | +781.6% |
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