+144.6%
HL vs CL
+84.6%
+60.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -5.6% | -0.8% | -4.8% | -5.3% |
| 30D | -16.2% | +9.5% | -25.7% | -18.8% |
| 3M | -20.5% | +6.8% | -27.3% | -22.4% |
| 6M | -31.7% | +14.3% | -45.9% | -35.4% |
| YTD | -26.4% | +27.0% | -53.4% | -33.3% |
| 1Y | -4.3% | +26.3% | -30.6% | -13.2% |
| 3Y | +276.9% | +39.3% | +237.6% | +213.6% |
| 5Y | +124.1% | +41.5% | +82.5% | +83.3% |
| 10Y | +144.6% | +84.1% | +60.5% | +83.5% |
| All | +144.6% | +84.6% | +60.0% | +83.5% |
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