+1,058.3%
HL vs CARR
+414.1%
+644.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.2% |
| 7D | -5.6% | -4.1% | -1.5% | -4.2% |
| 30D | +12.7% | -11.0% | +23.7% | +17.6% |
| 3M | +42.5% | -16.4% | +58.9% | +51.9% |
| 6M | -9.0% | -2.4% | -6.6% | -8.7% |
| YTD | +4.4% | +8.4% | -4.0% | +1.2% |
| 1Y | +82.7% | -8.0% | +90.6% | +86.8% |
| 3Y | +406.3% | +0.6% | +405.7% | +387.8% |
| 5Y | +238.2% | +7.7% | +230.4% | +207.1% |
| All | +1,058.3% | +414.1% | +644.3% | +843.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling