-4.6%
HD vs CRL
+85.3%
-89.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.3% | +13.8% | +7.5% |
| 7D | +11.9% | -12.8% | +24.7% | +14.0% |
| 30D | +26.4% | +5.0% | +21.4% | +24.2% |
| 3M | +2.8% | +39.4% | -36.5% | -5.1% |
| 6M | +15.5% | +89.4% | -73.9% | -0.6% |
| YTD | +5.5% | +63.6% | -58.0% | -6.8% |
| 1Y | -4.6% | +83.5% | -88.1% | -20.0% |
| All | -4.6% | +85.3% | -89.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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