+255.0%
HL vs CL
+38.3%
+216.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +1.7% |
| 7D | +8.9% | +1.3% | +7.6% | +9.1% |
| 30D | -10.1% | +11.4% | -21.4% | -8.7% |
| 3M | -7.0% | +4.4% | -11.5% | -6.3% |
| 6M | -18.8% | +10.8% | -29.5% | -17.4% |
| YTD | -23.1% | +25.1% | -48.3% | -20.3% |
| 1Y | +8.9% | +28.0% | -19.1% | +13.1% |
| 3Y | +255.0% | +37.6% | +217.4% | +208.5% |
| All | +255.0% | +38.3% | +216.8% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling