+134.4%
HL vs CNP
+145.0%
-10.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -7.6% | +2.5% | -10.1% | -8.7% |
| 30D | -17.5% | +4.0% | -21.5% | -19.5% |
| 3M | -26.2% | +1.6% | -27.9% | -27.2% |
| 6M | -35.1% | -1.7% | -33.4% | -35.4% |
| YTD | -30.4% | +8.6% | -39.0% | -34.7% |
| 1Y | -14.0% | +5.8% | -19.8% | -18.3% |
| 3Y | +256.3% | +63.0% | +193.3% | +162.5% |
| 5Y | +112.5% | +74.7% | +37.8% | +51.8% |
| All | +134.4% | +145.0% | -10.6% | +7.8% |
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