-11.6%
HL vs CL
+29.8%
-41.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -1.7% |
| 7D | -11.1% | +3.2% | -14.3% | -10.8% |
| 30D | -12.1% | +8.0% | -20.1% | -10.9% |
| 3M | -26.1% | +7.9% | -34.0% | -25.0% |
| 6M | -37.7% | +14.7% | -52.5% | -36.6% |
| YTD | -31.7% | +29.2% | -60.9% | -25.4% |
| 1Y | -11.6% | +29.5% | -41.2% | -3.5% |
| All | -11.6% | +29.8% | -41.4% | -3.5% |
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 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