+105.0%
HL vs CB
+22.9%
+82.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +2.2% |
| 7D | +0.4% | -0.5% | +0.9% | -0.1% |
| 30D | +18.8% | -3.1% | +21.9% | +15.8% |
| 3M | +43.7% | +4.2% | +39.6% | +51.5% |
| 6M | -1.0% | +4.7% | -5.8% | +6.8% |
| YTD | +8.7% | +8.8% | -0.1% | +23.0% |
| 1Y | +105.0% | +22.6% | +82.4% | +157.6% |
| All | +105.0% | +22.9% | +82.1% | +157.6% |
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