+271.8%
HL vs CART
+38.4%
+233.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +8.9% | +3.0% | +6.0% | +8.5% |
| 30D | -10.1% | +28.6% | -38.6% | -14.0% |
| 3M | -7.0% | +29.1% | -36.1% | -11.3% |
| 6M | -18.8% | +44.7% | -63.5% | -24.3% |
| YTD | -23.1% | +29.2% | -52.4% | -27.4% |
| 1Y | +8.9% | +66.2% | -57.3% | -1.8% |
| 3Y | +255.0% | +112.8% | +142.2% | +185.1% |
| All | +271.8% | +38.4% | +233.5% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling