+31,139.8%
HD vs CL
+4,870.0%
+26,269.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.6% |
| 7D | -2.1% | -2.2% | +0.1% | -1.1% |
| 30D | -8.4% | -4.8% | -3.6% | -6.4% |
| 3M | +4.3% | +4.9% | -0.6% | +1.8% |
| 6M | -11.1% | -5.7% | -5.4% | -9.0% |
| YTD | -4.7% | +14.4% | -19.1% | -10.7% |
| 1Y | -19.8% | +8.7% | -28.6% | -23.3% |
| 3Y | +4.1% | +30.0% | -25.9% | -9.4% |
| 5Y | +10.3% | +28.4% | -18.0% | -4.1% |
| 10Y | +203.2% | +50.1% | +153.1% | +143.1% |
| All | +31,139.8% | +4,870.0% | +26,269.8% | +3,687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling