+261.2%
HL vs CAPR
-78.6%
+339.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -3.9% |
| 7D | -5.6% | -10.6% | +4.9% | -5.4% |
| 30D | +12.7% | +111.2% | -98.4% | +10.5% |
| 3M | +42.5% | -67.2% | +109.8% | +43.9% |
| 6M | -9.0% | -75.1% | +66.1% | -7.6% |
| YTD | +4.4% | -71.2% | +75.6% | +5.6% |
| 1Y | +82.7% | +31.1% | +51.5% | +69.0% |
| 3Y | +406.3% | +31.3% | +375.0% | +343.0% |
| 5Y | +238.2% | +69.4% | +168.8% | +186.9% |
| All | +261.2% | -78.6% | +339.8% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling