+228.7%
HL vs CAH
+393.5%
-164.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -4.4% | -5.1% | +0.7% | -3.4% |
| 30D | +9.3% | +0.2% | +9.1% | +9.3% |
| 3M | +32.0% | +6.3% | +25.7% | +30.4% |
| 6M | -6.4% | +9.4% | -15.8% | -8.0% |
| YTD | +3.1% | +15.0% | -11.8% | +0.2% |
| 1Y | +77.6% | +55.4% | +22.1% | +58.7% |
| 3Y | +392.8% | +173.8% | +219.0% | +241.5% |
| All | +228.7% | +393.5% | -164.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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