+2,353.5%
HL vs CNC
+5,485.4%
-3,131.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -4.4% | -0.9% | -3.4% | -4.2% |
| 30D | +9.3% | -1.0% | +10.3% | +9.4% |
| 3M | +32.0% | +4.5% | +27.4% | +30.9% |
| 6M | -6.4% | +85.2% | -91.7% | -16.2% |
| YTD | +3.1% | +61.4% | -58.3% | -5.8% |
| 1Y | +77.6% | +94.9% | -17.3% | +56.2% |
| 3Y | +392.8% | 0.0% | +392.8% | +366.3% |
| 5Y | +234.1% | +11.2% | +222.9% | +207.4% |
| 10Y | +264.5% | +98.7% | +165.7% | +196.5% |
| All | +2,353.5% | +5,485.4% | -3,131.9% | +1,665.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling