-3.2%
HL vs CB
+28.8%
-32.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.6% | -8.8% | -6.1% |
| 7D | +8.2% | +0.7% | +7.5% | +8.7% |
| 30D | -16.3% | +8.2% | -24.5% | -10.6% |
| 3M | -18.6% | +6.3% | -24.9% | -14.2% |
| 6M | -23.2% | +16.2% | -39.4% | -10.8% |
| YTD | -25.5% | +19.3% | -44.8% | -10.8% |
| All | -3.2% | +28.8% | -32.0% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling