+421.7%
HL vs CART
+21.6%
+400.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | +1.5% | +1.0% | +0.4% | +1.3% |
| 30D | +25.1% | +12.6% | +12.4% | +22.5% |
| 3M | +22.9% | +23.1% | -0.2% | +18.3% |
| 6M | -4.9% | +39.5% | -44.4% | -11.2% |
| YTD | +7.8% | +13.5% | -5.7% | +4.4% |
| 1Y | +133.9% | +14.9% | +119.0% | +125.3% |
| All | +421.7% | +21.6% | +400.1% | +347.6% |
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