+247.2%
HD vs CL
+78.1%
+169.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.8% |
| 7D | +5.2% | +2.6% | +2.6% | +3.9% |
| 30D | +20.7% | +11.8% | +9.0% | +14.0% |
| 3M | +0.8% | +5.9% | -5.1% | -2.2% |
| 6M | +12.2% | +13.3% | -1.1% | +4.8% |
| YTD | +4.2% | +27.1% | -22.9% | -8.5% |
| 1Y | -2.6% | +28.0% | -30.6% | -14.9% |
| 3Y | +30.0% | +39.4% | -9.4% | +5.8% |
| 5Y | +8.1% | +40.8% | -32.7% | -13.4% |
| 10Y | +247.2% | +84.9% | +162.3% | +147.5% |
| All | +247.2% | +78.1% | +169.1% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling