+112.8%
HL vs CAG
-41.0%
+153.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -11.1% | -3.3% | -7.8% | -10.7% |
| 30D | -12.1% | +7.7% | -19.7% | -13.0% |
| 3M | -26.1% | -3.2% | -22.9% | -25.8% |
| 6M | -37.7% | +7.0% | -44.7% | -38.2% |
| YTD | -31.7% | -9.0% | -22.7% | -30.7% |
| 1Y | -11.6% | -9.6% | -2.0% | -10.3% |
| 3Y | +249.6% | -36.0% | +285.6% | +265.0% |
| All | +112.8% | -41.0% | +153.8% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling