+451.0%
HL vs CFG
+362.1%
+88.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -5.6% | -0.8% | -4.8% | -5.3% |
| 30D | -16.2% | +3.1% | -19.3% | -16.7% |
| 3M | -20.5% | -9.7% | -10.8% | -18.3% |
| 6M | -31.7% | +6.7% | -38.4% | -32.9% |
| YTD | -26.4% | +15.2% | -41.6% | -29.0% |
| 1Y | -4.3% | +28.8% | -33.1% | -10.2% |
| 3Y | +276.9% | +190.1% | +86.8% | +182.8% |
| 5Y | +124.1% | +63.4% | +60.7% | +87.4% |
| 10Y | +144.6% | +219.8% | -75.1% | +74.6% |
| All | +451.0% | +362.1% | +88.9% | +281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling