+75.1%
HL vs CB
+7,007.0%
-6,932.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +5.0% | +4.6% |
| 7D | +13.8% | -1.5% | +15.3% | +14.2% |
| 30D | -9.7% | +6.5% | -16.2% | -11.1% |
| 3M | -8.5% | +4.1% | -12.6% | -9.5% |
| 6M | -17.2% | +14.4% | -31.6% | -20.3% |
| YTD | -19.6% | +17.5% | -37.2% | -23.5% |
| 1Y | +11.1% | +27.5% | -16.4% | +3.8% |
| 3Y | +299.7% | +71.6% | +228.1% | +244.6% |
| 5Y | +156.5% | +100.6% | +55.9% | +111.7% |
| 10Y | +122.4% | +243.0% | -120.6% | +58.7% |
| All | +75.1% | +7,007.0% | -6,932.0% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling