+419.5%
HL vs CG
+48.1%
+371.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +3.5% |
| 7D | +0.4% | -6.4% | +6.8% | +3.0% |
| 30D | +18.8% | -7.1% | +25.9% | +22.0% |
| 3M | +43.7% | -1.6% | +45.3% | +44.1% |
| 6M | -1.0% | -8.3% | +7.3% | +1.5% |
| YTD | +8.7% | -23.8% | +32.5% | +19.3% |
| 1Y | +105.0% | -28.7% | +133.7% | +129.7% |
| All | +419.5% | +48.1% | +371.4% | +275.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling