+417.4%
HL vs CNH
+7.5%
+409.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +1.1% |
| 7D | +7.1% | +8.8% | -1.7% | +3.5% |
| 30D | +21.4% | +24.7% | -3.2% | +10.5% |
| 3M | +37.4% | +27.3% | +10.1% | +23.2% |
| 6M | +0.4% | +23.2% | -22.7% | -9.2% |
| YTD | +6.7% | +48.9% | -42.2% | -10.6% |
| 1Y | +102.4% | +19.4% | +83.0% | +84.0% |
| 3Y | +417.4% | +7.8% | +409.7% | +397.3% |
| All | +417.4% | +7.5% | +409.9% | +397.3% |
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