+233.5%
HL vs CAI
-9.9%
+243.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -4.4% | -2.9% | -1.4% | -4.0% |
| 30D | +9.3% | +9.3% | 0.0% | +7.9% |
| 3M | +32.0% | +35.2% | -3.2% | +27.3% |
| 6M | -6.4% | +30.7% | -37.2% | -10.2% |
| YTD | +3.1% | -9.8% | +12.9% | -0.4% |
| 1Y | +77.6% | -28.9% | +106.4% | +72.2% |
| All | +233.5% | -9.9% | +243.3% | +218.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling