+59.1%
HL vs CL
+4,870.0%
-4,810.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | +1.5% | -2.2% | +3.7% | +1.9% |
| 30D | +25.1% | -4.8% | +29.9% | +26.0% |
| 3M | +22.9% | +4.9% | +18.0% | +21.4% |
| 6M | -4.9% | -5.7% | +0.8% | -4.3% |
| YTD | +7.8% | +14.4% | -6.5% | +4.8% |
| 1Y | +133.9% | +8.7% | +125.1% | +128.8% |
| 3Y | +380.9% | +30.0% | +350.9% | +352.0% |
| 5Y | +230.2% | +28.4% | +201.8% | +210.9% |
| 10Y | +265.6% | +50.1% | +215.5% | +235.3% |
| All | +59.1% | +4,870.0% | -4,810.8% | +69.6% |
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