+18.6%
HL vs CL
+5,414.7%
-5,396.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.3% |
| 7D | +13.8% | +0.5% | +13.3% | +13.8% |
| 30D | -9.7% | +11.6% | -21.3% | -11.5% |
| 3M | -8.5% | +5.6% | -14.1% | -9.5% |
| 6M | -17.2% | +13.2% | -30.3% | -19.3% |
| YTD | -19.6% | +26.9% | -46.6% | -23.3% |
| 1Y | +11.1% | +27.3% | -16.2% | +5.9% |
| 3Y | +299.7% | +39.7% | +260.0% | +271.0% |
| 5Y | +156.5% | +41.3% | +115.2% | +137.3% |
| 10Y | +122.4% | +76.3% | +46.1% | +98.7% |
| All | +18.6% | +5,414.7% | -5,396.1% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling