+98.4%
HL vs CAPR
-99.0%
+197.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.7% | +3.3% | -5.3% |
| 7D | -7.6% | +19.1% | -26.7% | -7.9% |
| 30D | -17.5% | +48.8% | -66.3% | -18.1% |
| 3M | -26.2% | +144.4% | -170.6% | -27.5% |
| 6M | -35.1% | -67.5% | +32.4% | -34.7% |
| YTD | -30.4% | -64.5% | +34.1% | -30.2% |
| 1Y | -14.0% | +74.4% | -88.4% | -18.6% |
| 3Y | +256.3% | +265.7% | -9.4% | +224.2% |
| 5Y | +112.5% | +196.0% | -83.5% | +92.2% |
| 10Y | +131.3% | -62.4% | +193.6% | +102.4% |
| All | +98.4% | -99.0% | +197.4% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling