+257.9%
HD vs CRL
+400.8%
-142.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +1.6% |
| 7D | +3.6% | +4.4% | -0.8% | +1.9% |
| 30D | +21.6% | +17.1% | +4.5% | +15.1% |
| 3M | +0.1% | +32.1% | -32.0% | -8.8% |
| 6M | +13.0% | +98.9% | -85.9% | -9.5% |
| YTD | +4.9% | +77.1% | -72.2% | -14.1% |
| 1Y | -2.1% | +110.3% | -112.3% | -24.0% |
| 3Y | +32.6% | +108.5% | -75.9% | -4.4% |
| 5Y | +8.2% | -7.9% | +16.1% | +3.8% |
| 10Y | +257.9% | +368.9% | -111.0% | +81.4% |
| All | +257.9% | +400.8% | -142.9% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling