+18.6%
HL vs CI
+7,992.0%
-7,973.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.9% | +4.4% |
| 7D | +13.8% | +0.1% | +13.7% | +13.8% |
| 30D | -9.7% | +4.7% | -14.4% | -10.5% |
| 3M | -8.5% | +5.2% | -13.8% | -9.5% |
| 6M | -17.2% | +3.8% | -20.9% | -18.1% |
| YTD | -19.6% | +9.2% | -28.9% | -21.3% |
| 1Y | +11.1% | +14.3% | -3.1% | +8.0% |
| 3Y | +299.7% | +8.4% | +291.3% | +283.4% |
| 5Y | +156.5% | +50.0% | +106.4% | +131.3% |
| 10Y | +122.4% | +142.2% | -19.8% | +80.1% |
| All | +18.6% | +7,992.0% | -7,973.4% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling