+255.0%
HL vs CP
+26.5%
+228.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.0% |
| 7D | +8.9% | +2.8% | +6.2% | +7.3% |
| 30D | -10.1% | +10.2% | -20.3% | -15.3% |
| 3M | -7.0% | +2.4% | -9.4% | -8.3% |
| 6M | -18.8% | +7.7% | -26.4% | -22.8% |
| YTD | -23.1% | +26.0% | -49.1% | -33.4% |
| 1Y | +8.9% | +34.6% | -25.8% | -9.6% |
| 3Y | +255.0% | +26.7% | +228.3% | +188.8% |
| All | +255.0% | +26.5% | +228.5% | +188.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling