+25.0%
HL vs CNC
+122.0%
-97.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +12.6% | +0.5% | +11.4% |
| 7D | +0.2% | +13.4% | -13.2% | -1.4% |
| 30D | -12.1% | +18.2% | -30.3% | -13.9% |
| 3M | -2.8% | +18.6% | -21.5% | -4.9% |
| 6M | -14.9% | +41.9% | -56.8% | -17.7% |
| YTD | -22.0% | +84.7% | -106.8% | -25.9% |
| 1Y | +25.0% | +110.5% | -85.5% | +17.3% |
| All | +25.0% | +122.0% | -97.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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