+134.4%
HL vs CNH
+107.0%
+27.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.3% | -3.7% |
| 7D | -7.6% | +6.4% | -14.0% | -9.9% |
| 30D | -17.5% | -1.6% | -15.8% | -17.1% |
| 3M | -26.2% | +11.6% | -37.8% | -30.5% |
| 6M | -35.1% | +12.5% | -47.6% | -39.6% |
| YTD | -30.4% | +31.1% | -61.5% | -39.5% |
| 1Y | -14.0% | +17.0% | -31.0% | -21.7% |
| 3Y | +256.3% | +28.7% | +227.6% | +198.5% |
| 5Y | +112.5% | -17.4% | +129.9% | +109.8% |
| All | +134.4% | +107.0% | +27.4% | +60.8% |
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