+25.0%
HL vs CNP
+8.7%
+16.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -3.5% | +16.7% | +11.5% |
| 7D | +0.2% | -1.3% | +1.5% | -0.5% |
| 30D | -12.1% | +8.7% | -20.8% | -9.9% |
| 3M | -2.8% | -0.7% | -2.1% | -4.0% |
| 6M | -14.9% | -4.2% | -10.7% | -16.5% |
| YTD | -22.0% | +8.9% | -30.9% | -15.6% |
| 1Y | +25.0% | +8.3% | +16.7% | +37.5% |
| All | +25.0% | +8.7% | +16.3% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling