+147.6%
HL vs CL
+84.8%
+62.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.4% | -7.3% |
| 7D | +8.2% | +2.6% | +5.6% | +7.4% |
| 30D | -16.3% | +11.8% | -28.0% | -19.5% |
| 3M | -18.6% | +5.9% | -24.5% | -20.3% |
| 6M | -23.2% | +13.3% | -36.5% | -27.1% |
| YTD | -25.5% | +27.1% | -52.6% | -32.5% |
| 1Y | -4.8% | +28.0% | -32.8% | -14.0% |
| 3Y | +281.4% | +39.4% | +242.0% | +217.3% |
| 5Y | +137.8% | +40.8% | +97.1% | +95.1% |
| All | +147.6% | +84.8% | +62.8% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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