+254.2%
HD vs CL
+74.1%
+180.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -0.7% |
| 7D | +4.3% | +1.3% | +3.0% | +3.7% |
| 30D | +20.2% | +11.4% | +8.8% | +13.8% |
| 3M | -1.0% | +4.4% | -5.4% | -3.2% |
| 6M | +7.9% | +10.8% | -2.9% | +2.1% |
| YTD | +2.0% | +25.1% | -23.1% | -9.6% |
| 1Y | -4.3% | +28.0% | -32.3% | -16.2% |
| 3Y | +25.9% | +37.6% | -11.7% | +3.5% |
| 5Y | +5.8% | +39.7% | -33.9% | -14.6% |
| All | +254.2% | +74.1% | +180.1% | +153.6% |
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