+261.2%
HL vs CNH
+157.1%
+104.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.8% |
| 7D | -5.6% | -2.5% | -3.2% | -4.8% |
| 30D | +12.7% | +27.0% | -14.3% | +1.4% |
| 3M | +42.5% | +32.6% | +9.9% | +25.0% |
| 6M | -9.0% | +23.6% | -32.6% | -18.2% |
| YTD | +4.4% | +47.8% | -43.4% | -13.0% |
| 1Y | +82.7% | +21.3% | +61.4% | +64.1% |
| 3Y | +406.3% | +7.0% | +399.3% | +363.2% |
| 5Y | +238.2% | +10.2% | +228.0% | +199.9% |
| All | +261.2% | +157.1% | +104.2% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling