+244.2%
HL vs CF
+227.0%
+17.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.9% |
| 7D | +1.5% | +6.0% | -4.5% | +0.3% |
| 30D | +25.1% | +14.8% | +10.2% | +21.6% |
| 3M | +22.9% | +14.1% | +8.8% | +19.2% |
| 6M | -4.9% | +28.5% | -33.4% | -13.1% |
| YTD | +7.8% | +74.9% | -67.1% | -9.9% |
| 1Y | +133.9% | +61.7% | +72.2% | +98.8% |
| 3Y | +380.9% | +80.3% | +300.6% | +279.1% |
| All | +244.2% | +227.0% | +17.2% | +148.0% |
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