+60.4%
HL vs CAH
+14,635.5%
-14,575.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +18.8% | +1.2% | +17.6% | +18.6% |
| 3M | +43.7% | +13.1% | +30.6% | +40.4% |
| 6M | -1.0% | +8.5% | -9.5% | -2.9% |
| YTD | +8.7% | +17.6% | -8.9% | +4.9% |
| 1Y | +105.0% | +60.7% | +44.3% | +86.1% |
| 3Y | +427.3% | +183.2% | +244.1% | +325.9% |
| 5Y | +249.3% | +402.2% | -152.9% | +153.1% |
| 10Y | +284.2% | +302.3% | -18.1% | +179.3% |
| All | +60.4% | +14,635.5% | -14,575.1% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling