+256.9%
HL vs CG
+314.7%
-57.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | -4.4% | -9.9% | +5.5% | -0.4% |
| 30D | +9.3% | -11.7% | +21.0% | +14.5% |
| 3M | +32.0% | -4.3% | +36.3% | +33.8% |
| 6M | -6.4% | -8.8% | +2.3% | -3.8% |
| YTD | +3.1% | -26.9% | +30.0% | +15.0% |
| 1Y | +77.6% | -35.4% | +113.0% | +107.2% |
| 3Y | +392.8% | +43.0% | +349.8% | +303.1% |
| 5Y | +234.1% | +1.9% | +232.2% | +196.4% |
| All | +256.9% | +314.7% | -57.8% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling