+417.4%
HL vs CFG
+193.0%
+224.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.7% |
| 7D | +7.1% | +2.7% | +4.4% | +6.1% |
| 30D | +21.4% | -3.7% | +25.1% | +22.8% |
| 3M | +37.4% | +9.5% | +28.0% | +32.5% |
| 6M | +0.4% | +22.2% | -21.8% | -7.2% |
| YTD | +6.7% | +22.3% | -15.6% | -1.0% |
| 1Y | +102.4% | +39.4% | +62.9% | +79.3% |
| 3Y | +417.4% | +188.5% | +228.9% | +213.8% |
| All | +417.4% | +193.0% | +224.4% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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