+243.3%
HL vs CI
+40.1%
+203.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.8% |
| 7D | +7.1% | -2.0% | +9.1% | +7.4% |
| 30D | +21.4% | -1.8% | +23.3% | +21.7% |
| 3M | +37.4% | -4.2% | +41.7% | +38.1% |
| 6M | +0.4% | +2.7% | -2.3% | -0.6% |
| YTD | +6.7% | +1.9% | +4.8% | +6.0% |
| 1Y | +102.4% | -6.3% | +108.6% | +102.4% |
| 3Y | +417.4% | +3.9% | +413.6% | +388.2% |
| 5Y | +243.3% | +41.9% | +201.4% | +178.7% |
| All | +243.3% | +40.1% | +203.2% | +178.7% |
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