+130.0%
HL vs CF
+479.1%
-349.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -11.1% | +4.8% | -15.9% | -12.4% |
| 30D | -12.1% | +4.7% | -16.8% | -13.7% |
| 3M | -26.1% | +7.4% | -33.5% | -28.3% |
| 6M | -37.7% | +0.6% | -38.3% | -38.9% |
| YTD | -31.7% | +64.1% | -95.8% | -44.9% |
| 1Y | -11.6% | +51.4% | -63.0% | -26.8% |
| 3Y | +249.6% | +67.8% | +181.8% | +168.8% |
| 5Y | +108.5% | +114.1% | -5.6% | +41.6% |
| All | +130.0% | +479.1% | -349.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling