+30.6%
HD vs CRL
+99.6%
-69.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | +8.9% | -9.4% | -1.7% |
| 30D | +18.5% | +14.0% | +4.5% | +15.5% |
| 3M | +2.2% | +19.8% | -17.7% | -1.4% |
| 6M | +13.8% | +102.0% | -88.2% | +0.7% |
| YTD | +3.4% | +70.8% | -67.4% | -6.7% |
| 1Y | -3.5% | +98.7% | -102.2% | -15.0% |
| All | +30.6% | +99.6% | -69.0% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling