+256.9%
HL vs CI
+144.2%
+112.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | +9.3% | +1.8% | +7.5% | +8.8% |
| 3M | +32.0% | -4.2% | +36.2% | +32.9% |
| 6M | -6.4% | +8.8% | -15.3% | -8.8% |
| YTD | +3.1% | +3.7% | -0.6% | +1.7% |
| 1Y | +77.6% | -6.1% | +83.7% | +77.3% |
| 3Y | +392.8% | +4.5% | +388.3% | +367.5% |
| 5Y | +234.1% | +50.5% | +183.6% | +184.4% |
| All | +256.9% | +144.2% | +112.8% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling