-4.3%
HL vs CP
+32.8%
-37.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -5.6% | -0.7% | -4.9% | -5.2% |
| 30D | -16.2% | +9.6% | -25.8% | -20.5% |
| 3M | -20.5% | +2.2% | -22.7% | -21.5% |
| 6M | -31.7% | +11.1% | -42.8% | -36.4% |
| YTD | -26.4% | +28.2% | -54.6% | -33.1% |
| 1Y | -4.3% | +32.2% | -36.5% | -14.6% |
| All | -4.3% | +32.8% | -37.1% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling