+59.1%
HL vs CAG
+604.9%
-545.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | +1.5% | -3.8% | +5.3% | +1.9% |
| 30D | +25.1% | +3.1% | +21.9% | +24.6% |
| 3M | +22.9% | +23.5% | -0.6% | +19.8% |
| 6M | -4.9% | -14.8% | +9.9% | -3.4% |
| YTD | +7.8% | -5.4% | +13.3% | +8.1% |
| 1Y | +133.9% | -11.8% | +145.7% | +135.9% |
| 3Y | +380.9% | -36.7% | +417.6% | +400.8% |
| 5Y | +230.2% | -40.3% | +270.5% | +246.1% |
| 10Y | +265.6% | -37.0% | +302.6% | +277.0% |
| All | +59.1% | +604.9% | -545.8% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling