+254.2%
HD vs CRL
+386.8%
-132.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.7% | -4.0% |
| 7D | +4.3% | -6.1% | +10.4% | +5.6% |
| 30D | +20.2% | +12.4% | +7.8% | +15.1% |
| 3M | -1.0% | +27.1% | -28.1% | -8.9% |
| 6M | +7.9% | +85.7% | -77.8% | -11.9% |
| YTD | +2.0% | +69.2% | -67.2% | -15.4% |
| 1Y | -4.3% | +97.5% | -101.8% | -24.4% |
| 3Y | +25.9% | +86.1% | -60.2% | -5.6% |
| 5Y | +5.8% | -10.0% | +15.9% | +1.8% |
| All | +254.2% | +386.8% | -132.6% | +78.0% |
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 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