+5,760.6%
CRM vs HL
+274.5%
+5,486.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | -4.4% | -4.4% | -0.1% | -3.9% |
| 30D | +28.1% | +9.3% | +18.8% | +26.4% |
| 3M | +48.8% | +32.0% | +16.8% | +42.2% |
| 6M | +28.3% | -6.4% | +34.7% | +27.3% |
| YTD | -6.0% | +3.1% | -9.2% | -9.2% |
| 1Y | +1.4% | +77.6% | -76.1% | -10.5% |
| 3Y | +11.8% | +392.8% | -381.0% | -19.1% |
| 5Y | -2.0% | +234.1% | -236.1% | -27.5% |
| 10Y | +239.6% | +264.5% | -24.8% | +113.5% |
| All | +5,760.6% | +274.5% | +5,486.1% | +2,133.9% |
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