+256.2%
HL vs CART
+40.2%
+216.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -5.6% | -0.6% | -5.0% | -5.4% |
| 30D | -16.2% | +23.1% | -39.2% | -19.2% |
| 3M | -20.5% | +19.2% | -39.7% | -23.0% |
| 6M | -31.7% | +45.7% | -77.3% | -36.3% |
| YTD | -26.4% | +30.9% | -57.3% | -30.6% |
| 1Y | -4.3% | +50.2% | -54.5% | -12.1% |
| 3Y | +276.9% | +133.5% | +143.3% | +198.6% |
| All | +256.2% | +40.2% | +216.0% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling