+52.2%
HL vs CGNX
+12,871.6%
-12,819.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.8% |
| 7D | -4.4% | +3.2% | -7.5% | -4.8% |
| 30D | +9.3% | +6.0% | +3.3% | +8.3% |
| 3M | +32.0% | +3.5% | +28.4% | +31.0% |
| 6M | -6.4% | +26.3% | -32.7% | -9.6% |
| YTD | +3.1% | +79.2% | -76.1% | -6.6% |
| 1Y | +77.6% | +43.8% | +33.8% | +65.2% |
| 3Y | +392.8% | +52.0% | +340.9% | +349.2% |
| 5Y | +234.1% | -24.0% | +258.2% | +230.8% |
| 10Y | +264.5% | +189.1% | +75.4% | +202.4% |
| All | +52.2% | +12,871.6% | -12,819.4% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling