+249.6%
HL vs CNH
+29.5%
+220.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -11.1% | +3.0% | -14.2% | -12.0% |
| 30D | -12.1% | -0.6% | -11.5% | -12.0% |
| 3M | -26.1% | +14.6% | -40.7% | -30.7% |
| 6M | -37.7% | +11.8% | -49.5% | -41.5% |
| YTD | -31.7% | +30.4% | -62.1% | -39.7% |
| 1Y | -11.6% | +19.1% | -30.7% | -19.4% |
| 3Y | +249.6% | +30.2% | +219.5% | +159.5% |
| All | +249.6% | +29.5% | +220.1% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling