+102.4%
HL vs CL
+6.7%
+95.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | +7.1% | -1.4% | +8.4% | +6.6% |
| 30D | +21.4% | -5.2% | +26.7% | +19.8% |
| 3M | +37.4% | +3.3% | +34.1% | +38.4% |
| 6M | +0.4% | -4.4% | +4.8% | -1.6% |
| YTD | +6.7% | +13.9% | -7.2% | +19.9% |
| 1Y | +102.4% | +7.6% | +94.7% | +111.4% |
| All | +102.4% | +6.7% | +95.6% | +111.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling