+589.2%
HL vs CNH
+55.5%
+533.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +1.2% |
| 7D | +7.1% | +8.8% | -1.7% | +3.4% |
| 30D | +21.4% | +24.7% | -3.2% | +10.3% |
| 3M | +37.4% | +27.3% | +10.1% | +23.0% |
| 6M | +0.4% | +23.2% | -22.7% | -9.3% |
| YTD | +6.7% | +48.9% | -42.2% | -10.9% |
| 1Y | +102.4% | +19.4% | +83.0% | +83.4% |
| 3Y | +417.4% | +7.8% | +409.7% | +374.0% |
| 5Y | +243.3% | +8.7% | +234.6% | +208.1% |
| 10Y | +242.6% | +149.5% | +93.0% | +113.2% |
| All | +589.2% | +55.5% | +533.6% | +353.8% |
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 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