+245.3%
HD vs CL
+84.6%
+160.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.2% | -0.8% | -0.4% | -0.7% |
| 30D | +20.9% | +9.5% | +11.3% | +15.4% |
| 3M | -0.2% | +6.8% | -6.9% | -3.5% |
| 6M | +14.5% | +14.3% | +0.2% | +6.5% |
| YTD | +4.3% | +27.0% | -22.7% | -8.4% |
| 1Y | -3.5% | +26.3% | -29.7% | -15.0% |
| 3Y | +30.1% | +39.3% | -9.1% | +6.0% |
| 5Y | +8.5% | +41.5% | -33.0% | -13.4% |
| 10Y | +245.3% | +84.1% | +161.2% | +146.7% |
| All | +245.3% | +84.6% | +160.7% | +146.7% |
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