+144.6%
HL vs CB
+248.4%
-103.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -5.6% | -1.0% | -4.5% | -5.3% |
| 30D | -16.2% | +7.3% | -23.5% | -17.7% |
| 3M | -20.5% | +7.0% | -27.5% | -22.0% |
| 6M | -31.7% | +16.3% | -48.0% | -35.1% |
| YTD | -26.4% | +19.7% | -46.1% | -31.1% |
| 1Y | -4.3% | +27.8% | -32.1% | -12.3% |
| 3Y | +276.9% | +72.0% | +204.9% | +206.8% |
| 5Y | +124.1% | +104.9% | +19.2% | +69.0% |
| 10Y | +144.6% | +246.7% | -102.1% | +73.2% |
| All | +144.6% | +248.4% | -103.8% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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