+243.3%
HL vs CB
+98.8%
+144.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.9% |
| 7D | +7.1% | -0.6% | +7.7% | +7.1% |
| 30D | +21.4% | -3.9% | +25.3% | +21.8% |
| 3M | +37.4% | +4.9% | +32.5% | +36.0% |
| 6M | +0.4% | +3.3% | -2.9% | -0.5% |
| YTD | +6.7% | +8.5% | -1.8% | +4.3% |
| 1Y | +102.4% | +22.1% | +80.3% | +91.4% |
| 3Y | +417.4% | +70.1% | +347.3% | +333.4% |
| 5Y | +243.3% | +97.4% | +145.9% | +163.0% |
| All | +243.3% | +98.8% | +144.5% | +163.0% |
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