+129.1%
HL vs CAPR
-99.0%
+228.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.4% | -4.9% | +4.4% |
| 7D | +13.8% | +36.0% | -22.2% | +13.2% |
| 30D | -9.7% | +25.8% | -35.5% | -10.1% |
| 3M | -8.5% | +140.8% | -149.4% | -10.1% |
| 6M | -17.2% | -67.6% | +50.4% | -16.7% |
| YTD | -19.6% | -65.9% | +46.2% | -19.3% |
| 1Y | +11.1% | +66.1% | -55.0% | +5.3% |
| 3Y | +299.7% | +256.9% | +42.8% | +264.0% |
| 5Y | +156.5% | +172.1% | -15.6% | +132.4% |
| 10Y | +122.4% | -64.7% | +187.1% | +94.8% |
| All | +129.1% | -99.0% | +228.1% | +117.7% |
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