+2.7%
HL vs CF
+47.0%
-44.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +13.8% | -0.9% | +14.7% | +14.0% |
| 30D | -9.7% | +6.9% | -16.7% | -8.8% |
| 3M | -8.5% | +4.8% | -13.4% | -7.0% |
| 6M | -17.2% | +4.7% | -21.8% | -16.0% |
| YTD | -19.6% | +56.5% | -76.1% | -31.7% |
| All | +2.7% | +47.0% | -44.3% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling