+284.2%
HL vs CP
+224.3%
+59.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.6% |
| 7D | +0.4% | +0.6% | -0.2% | 0.0% |
| 30D | +18.8% | -0.5% | +19.3% | +19.2% |
| 3M | +43.7% | +0.1% | +43.6% | +43.2% |
| 6M | -1.0% | +7.8% | -8.9% | -5.9% |
| YTD | +8.7% | +22.9% | -14.1% | -4.4% |
| 1Y | +105.0% | +21.3% | +83.7% | +81.3% |
| 3Y | +427.3% | +20.4% | +406.9% | +364.2% |
| 5Y | +249.3% | +34.9% | +214.4% | +185.7% |
| 10Y | +284.2% | +233.3% | +50.8% | +91.5% |
| All | +284.2% | +224.3% | +59.8% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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