+122.4%
HL vs CF
+546.3%
-423.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.6% |
| 7D | +13.8% | -0.9% | +14.7% | +13.8% |
| 30D | -9.7% | +6.9% | -16.7% | -12.0% |
| 3M | -8.5% | +4.8% | -13.4% | -10.5% |
| 6M | -17.2% | +4.7% | -21.8% | -19.7% |
| YTD | -19.6% | +56.5% | -76.1% | -34.1% |
| 1Y | +11.1% | +48.4% | -37.3% | -7.2% |
| 3Y | +299.7% | +59.1% | +240.5% | +213.5% |
| 5Y | +156.5% | +109.5% | +46.9% | +76.2% |
| 10Y | +122.4% | +487.0% | -364.6% | +31.3% |
| All | +122.4% | +546.3% | -423.9% | +31.3% |
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