+249.3%
HL vs CAPR
+76.3%
+173.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.0% |
| 7D | +0.4% | -12.6% | +13.0% | +0.6% |
| 30D | +18.8% | +124.4% | -105.6% | +17.5% |
| 3M | +43.7% | -66.8% | +110.5% | +44.4% |
| 6M | -1.0% | -71.8% | +70.7% | -0.4% |
| YTD | +8.7% | -70.1% | +78.8% | +9.3% |
| 1Y | +105.0% | +33.3% | +71.7% | +98.1% |
| 3Y | +427.3% | +36.7% | +390.6% | +340.6% |
| 5Y | +249.3% | +72.5% | +176.8% | +147.3% |
| All | +249.3% | +76.3% | +173.0% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling