+417.4%
HL vs CAPR
+42.0%
+375.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.6% | -1.0% |
| 7D | +7.1% | -9.5% | +16.6% | +7.1% |
| 30D | +21.4% | +121.5% | -100.1% | +20.7% |
| 3M | +37.4% | -65.4% | +102.8% | +37.7% |
| 6M | +0.4% | -67.5% | +67.9% | +0.6% |
| YTD | +6.7% | -68.6% | +75.3% | +6.9% |
| 1Y | +102.4% | +42.7% | +59.7% | +100.0% |
| 3Y | +417.4% | +43.4% | +374.1% | +335.0% |
| All | +417.4% | +42.0% | +375.4% | +335.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling