+13.4%
HL vs CL
+5,337.0%
-5,323.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.4% |
| 7D | +8.9% | +1.3% | +7.6% | +8.8% |
| 30D | -10.1% | +11.4% | -21.4% | -11.8% |
| 3M | -7.0% | +4.4% | -11.5% | -7.9% |
| 6M | -18.8% | +10.8% | -29.5% | -20.6% |
| YTD | -23.1% | +25.1% | -48.3% | -26.5% |
| 1Y | +8.9% | +28.0% | -19.1% | +3.7% |
| 3Y | +255.0% | +37.6% | +217.4% | +230.3% |
| 5Y | +151.5% | +39.7% | +111.8% | +133.0% |
| 10Y | +138.4% | +75.8% | +62.6% | +113.2% |
| All | +13.4% | +5,337.0% | -5,323.5% | +18.9% |
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