+67.4%
HL vs CB
+7,037.7%
-6,970.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.4% |
| 7D | +8.9% | +0.2% | +8.7% | +8.9% |
| 30D | -10.1% | +9.1% | -19.1% | -11.9% |
| 3M | -7.0% | +3.4% | -10.5% | -7.9% |
| 6M | -18.8% | +14.1% | -32.8% | -21.8% |
| YTD | -23.1% | +18.0% | -41.2% | -26.9% |
| 1Y | +8.9% | +30.1% | -21.3% | +1.2% |
| 3Y | +255.0% | +71.8% | +183.2% | +206.0% |
| 5Y | +151.5% | +101.8% | +49.6% | +107.2% |
| 10Y | +138.4% | +252.1% | -113.8% | +69.2% |
| All | +67.4% | +7,037.7% | -6,970.3% | -5.9% |
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