+381.3%
HL vs CNH
+40.2%
+341.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.4% | -2.9% | -5.5% |
| 7D | +8.2% | +4.5% | +3.7% | +6.2% |
| 30D | -16.3% | +7.6% | -23.9% | -19.1% |
| 3M | -18.6% | +17.0% | -35.5% | -24.6% |
| 6M | -23.2% | +12.9% | -36.1% | -28.5% |
| YTD | -25.5% | +34.3% | -59.7% | -35.6% |
| 1Y | -4.8% | +28.5% | -33.3% | -16.3% |
| 3Y | +281.4% | +31.9% | +249.6% | +219.4% |
| 5Y | +137.8% | -9.6% | +147.4% | +128.2% |
| 10Y | +135.5% | +106.3% | +29.2% | +57.1% |
| All | +381.3% | +40.2% | +341.1% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling