+130.0%
HL vs CL
+88.0%
+42.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.4% |
| 7D | -11.1% | +3.2% | -14.3% | -12.0% |
| 30D | -12.1% | +8.0% | -20.1% | -14.4% |
| 3M | -26.1% | +7.9% | -34.0% | -28.1% |
| 6M | -37.7% | +14.7% | -52.5% | -41.1% |
| YTD | -31.7% | +29.2% | -60.9% | -38.4% |
| 1Y | -11.6% | +29.5% | -41.2% | -20.5% |
| 3Y | +249.6% | +40.7% | +209.0% | +190.4% |
| 5Y | +108.5% | +43.9% | +64.7% | +69.7% |
| All | +130.0% | +88.0% | +42.0% | +70.5% |
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