+133.9%
HL vs CI
-4.0%
+137.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.6% |
| 7D | +1.5% | +1.3% | +0.2% | +1.6% |
| 30D | +25.1% | +4.4% | +20.6% | +25.6% |
| 3M | +22.9% | +0.7% | +22.2% | +23.2% |
| 6M | -4.9% | +0.3% | -5.2% | -4.6% |
| YTD | +7.8% | +3.8% | +4.0% | +9.8% |
| 1Y | +133.9% | -5.5% | +139.4% | +133.0% |
| All | +133.9% | -4.0% | +137.9% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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