+243.3%
HL vs CP
+34.0%
+209.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | +7.1% | +2.4% | +4.6% | +5.5% |
| 30D | +21.4% | -0.5% | +22.0% | +21.9% |
| 3M | +37.4% | +1.4% | +36.0% | +35.7% |
| 6M | +0.4% | +10.3% | -9.9% | -6.3% |
| YTD | +6.7% | +24.3% | -17.6% | -7.7% |
| 1Y | +102.4% | +20.4% | +81.9% | +78.2% |
| 3Y | +417.4% | +21.8% | +395.6% | +346.0% |
| 5Y | +243.3% | +31.5% | +211.8% | +177.1% |
| All | +243.3% | +34.0% | +209.3% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling