+707.0%
HL vs CFG
+396.4%
+310.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +1.5% | +1.5% | -0.1% | +1.1% |
| 30D | +25.1% | -3.8% | +28.9% | +26.2% |
| 3M | +22.9% | +11.5% | +11.4% | +19.2% |
| 6M | -4.9% | +19.2% | -24.1% | -9.4% |
| YTD | +7.8% | +23.7% | -15.9% | +1.9% |
| 1Y | +133.9% | +38.8% | +95.0% | +114.0% |
| 3Y | +380.9% | +178.9% | +202.0% | +262.6% |
| 5Y | +230.2% | +101.8% | +128.4% | +162.5% |
| 10Y | +265.6% | +317.3% | -51.7% | +160.0% |
| All | +707.0% | +396.4% | +310.7% | +447.9% |
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