+256.3%
HL vs CF
+68.7%
+187.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.8% | -5.4% |
| 7D | -7.6% | +5.4% | -13.0% | -7.6% |
| 30D | -17.5% | +6.5% | -24.0% | -17.4% |
| 3M | -26.2% | +4.6% | -30.9% | -26.0% |
| 6M | -35.1% | -3.3% | -31.8% | -34.7% |
| YTD | -30.4% | +63.9% | -94.3% | -36.4% |
| 1Y | -14.0% | +50.4% | -64.4% | -20.3% |
| All | +256.3% | +68.7% | +187.6% | +190.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling