+137.8%
HL vs CI
+53.6%
+84.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.5% | -9.8% | -7.6% |
| 7D | +8.2% | +2.6% | +5.6% | +7.8% |
| 30D | -16.3% | +7.3% | -23.6% | -17.2% |
| 3M | -18.6% | +9.5% | -28.0% | -19.8% |
| 6M | -23.2% | +6.4% | -29.6% | -24.2% |
| YTD | -25.5% | +12.0% | -37.5% | -27.1% |
| 1Y | -4.8% | +20.1% | -24.9% | -7.8% |
| 3Y | +281.4% | +9.6% | +271.8% | +261.9% |
| 5Y | +137.8% | +52.7% | +85.1% | +97.0% |
| All | +137.8% | +53.6% | +84.2% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling