+249.3%
HL vs CNP
+70.6%
+178.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | +18.8% | -0.1% | +18.9% | +18.7% |
| 3M | +43.7% | -5.6% | +49.3% | +47.0% |
| 6M | -1.0% | -7.5% | +6.4% | +1.7% |
| YTD | +8.7% | +5.5% | +3.2% | +3.3% |
| 1Y | +105.0% | +8.3% | +96.7% | +90.9% |
| 3Y | +427.3% | +51.8% | +375.5% | +280.0% |
| 5Y | +249.3% | +69.9% | +179.4% | +153.9% |
| All | +249.3% | +70.6% | +178.7% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling