+149.4%
HL vs CF
+120.6%
+28.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +8.9% | -3.2% | +12.1% | +9.4% |
| 30D | -10.1% | +4.3% | -14.4% | -11.1% |
| 3M | -7.0% | +2.8% | -9.8% | -8.0% |
| 6M | -18.8% | +0.6% | -19.4% | -19.7% |
| YTD | -23.1% | +56.6% | -79.8% | -34.9% |
| 1Y | +8.9% | +49.6% | -40.7% | -6.5% |
| 3Y | +255.0% | +61.5% | +193.5% | +184.1% |
| All | +149.4% | +120.6% | +28.8% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling