+256.9%
HL vs CNP
+137.0%
+119.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | -1.4% | -2.9% | -3.6% |
| 30D | +9.3% | -2.9% | +12.2% | +10.9% |
| 3M | +32.0% | -7.5% | +39.5% | +36.7% |
| 6M | -6.4% | -7.9% | +1.5% | -3.5% |
| YTD | +3.1% | +3.7% | -0.6% | -0.6% |
| 1Y | +77.6% | +4.6% | +73.0% | +69.9% |
| 3Y | +392.8% | +49.1% | +343.7% | +280.5% |
| 5Y | +234.1% | +69.2% | +164.9% | +141.6% |
| All | +256.9% | +137.0% | +119.9% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling