+144.6%
HL vs CP
+251.7%
-107.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -5.6% | -0.7% | -4.9% | -5.1% |
| 30D | -16.2% | +9.6% | -25.8% | -20.6% |
| 3M | -20.5% | +2.2% | -22.7% | -21.5% |
| 6M | -31.7% | +11.1% | -42.8% | -36.1% |
| YTD | -26.4% | +28.2% | -54.6% | -36.8% |
| 1Y | -4.3% | +32.2% | -36.5% | -19.4% |
| 3Y | +276.9% | +35.5% | +241.3% | +209.0% |
| 5Y | +124.1% | +26.8% | +97.3% | +89.9% |
| 10Y | +144.6% | +256.9% | -112.3% | +27.0% |
| All | +144.6% | +251.7% | -107.1% | +27.0% |
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