+228.7%
HL vs CAG
-43.1%
+271.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -4.4% | -5.7% | +1.3% | -3.6% |
| 30D | +9.3% | -2.4% | +11.7% | +9.7% |
| 3M | +32.0% | +9.8% | +22.2% | +30.5% |
| 6M | -6.4% | -10.8% | +4.4% | -4.7% |
| YTD | +3.1% | -10.8% | +14.0% | +5.0% |
| 1Y | +77.6% | -19.0% | +96.5% | +83.4% |
| 3Y | +392.8% | -39.7% | +432.5% | +423.6% |
| All | +228.7% | -43.1% | +271.8% | +264.6% |
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