+134.9%
HL vs CB
+6,559.4%
-6,424.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.1% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +25.1% | -3.1% | +28.2% | +25.8% |
| 3M | +22.9% | +9.0% | +13.9% | +19.8% |
| 6M | -4.9% | +2.9% | -7.8% | -6.3% |
| YTD | +7.8% | +10.1% | -2.3% | +4.3% |
| 1Y | +133.9% | +22.8% | +111.1% | +119.8% |
| 3Y | +380.9% | +73.8% | +307.1% | +313.1% |
| 5Y | +230.2% | +99.2% | +131.0% | +173.1% |
| 10Y | +265.6% | +218.2% | +47.4% | +165.7% |
| All | +134.9% | +6,559.4% | -6,424.5% | +34.2% |
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