+130.0%
HL vs CG
+278.5%
-148.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.3% |
| 7D | -11.1% | +0.2% | -11.3% | -11.1% |
| 30D | -12.1% | +11.2% | -23.3% | -15.8% |
| 3M | -26.1% | -22.1% | -4.0% | -18.4% |
| 6M | -37.7% | -17.9% | -19.8% | -32.8% |
| YTD | -31.7% | -31.3% | -0.4% | -21.8% |
| 1Y | -11.6% | -24.0% | +12.3% | -2.6% |
| 3Y | +249.6% | +45.0% | +204.7% | +184.6% |
| 5Y | +108.5% | -22.6% | +131.2% | +106.6% |
| All | +130.0% | +278.5% | -148.4% | +32.7% |
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