-4.6%
HD vs CL
+33.4%
-38.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +4.8% |
| 7D | +11.9% | +7.7% | +4.2% | +7.9% |
| 30D | +26.4% | +15.2% | +11.2% | +18.2% |
| 3M | +2.8% | +7.3% | -4.5% | -0.8% |
| 6M | +15.5% | +17.0% | -1.5% | +6.7% |
| YTD | +5.5% | +28.0% | -22.4% | -5.7% |
| 1Y | -4.6% | +32.1% | -36.7% | -16.3% |
| All | -4.6% | +33.4% | -38.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling