+133.9%
HL vs CGNX
+42.4%
+91.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.8% |
| 7D | +1.5% | +3.0% | -1.5% | +1.1% |
| 30D | +25.1% | -11.8% | +36.9% | +27.2% |
| 3M | +22.9% | -3.6% | +26.5% | +23.2% |
| 6M | -4.9% | +17.4% | -22.3% | -5.4% |
| YTD | +7.8% | +73.7% | -65.9% | +6.1% |
| 1Y | +133.9% | +41.5% | +92.4% | +137.4% |
| All | +133.9% | +42.4% | +91.5% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling