+230.5%
HL vs CART
+40.2%
+190.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.0% |
| 7D | -11.1% | +1.3% | -12.4% | -11.3% |
| 30D | -12.1% | +19.2% | -31.3% | -14.8% |
| 3M | -26.1% | +17.6% | -43.7% | -28.3% |
| 6M | -37.7% | +47.4% | -85.1% | -42.1% |
| YTD | -31.7% | +30.9% | -62.6% | -35.6% |
| 1Y | -11.6% | +46.0% | -57.6% | -18.4% |
| 3Y | +249.6% | +130.3% | +119.3% | +177.5% |
| All | +230.5% | +40.2% | +190.3% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling