+149.4%
HL vs CB
+101.1%
+48.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.1% |
| 7D | +8.9% | +0.2% | +8.7% | +9.0% |
| 30D | -10.1% | +9.1% | -19.1% | -10.5% |
| 3M | -7.0% | +3.4% | -10.5% | -7.2% |
| 6M | -18.8% | +14.1% | -32.8% | -19.9% |
| YTD | -23.1% | +18.0% | -41.2% | -25.0% |
| 1Y | +8.9% | +30.1% | -21.3% | +3.9% |
| 3Y | +255.0% | +71.8% | +183.2% | +208.4% |
| All | +149.4% | +101.1% | +48.3% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling