+392.8%
HL vs CARR
+1.4%
+391.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | -4.4% | -3.8% | -0.6% | -2.9% |
| 30D | +9.3% | -8.9% | +18.2% | +13.4% |
| 3M | +32.0% | -17.3% | +49.3% | +41.9% |
| 6M | -6.4% | -1.4% | -5.0% | -6.4% |
| YTD | +3.1% | +10.0% | -6.9% | -0.2% |
| 1Y | +77.6% | -6.4% | +83.9% | +80.9% |
| 3Y | +392.8% | +1.5% | +391.3% | +358.7% |
| All | +392.8% | +1.4% | +391.5% | +358.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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