+133.9%
HL vs CAI
-31.3%
+165.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +1.5% | -2.2% | +3.7% | +1.8% |
| 30D | +25.1% | +52.4% | -27.3% | +17.9% |
| 3M | +22.9% | +45.1% | -22.2% | +16.7% |
| 6M | -4.9% | +26.2% | -31.1% | -9.2% |
| YTD | +7.8% | -7.1% | +14.9% | +3.2% |
| 1Y | +133.9% | -31.0% | +164.9% | +133.3% |
| All | +133.9% | -31.3% | +165.1% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling