+452.0%
HL vs CG
+351.2%
+100.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.9% |
| 7D | +1.5% | -4.3% | +5.8% | +3.1% |
| 30D | +25.1% | -5.1% | +30.1% | +27.1% |
| 3M | +22.9% | +8.7% | +14.2% | +19.1% |
| 6M | -4.9% | -9.2% | +4.3% | -2.2% |
| YTD | +7.8% | -18.9% | +26.7% | +14.7% |
| 1Y | +133.9% | -25.6% | +159.5% | +156.0% |
| 3Y | +380.9% | +57.3% | +323.6% | +293.3% |
| 5Y | +230.2% | +10.2% | +220.0% | +191.7% |
| 10Y | +265.6% | +364.2% | -98.6% | +113.8% |
| All | +452.0% | +351.2% | +100.8% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling