+13.4%
HL vs CP
+7,734.8%
-7,721.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.7% |
| 7D | +8.9% | +2.8% | +6.2% | +7.8% |
| 30D | -10.1% | +10.2% | -20.3% | -13.8% |
| 3M | -7.0% | +2.4% | -9.4% | -7.9% |
| 6M | -18.8% | +7.7% | -26.4% | -21.5% |
| YTD | -23.1% | +26.0% | -49.1% | -30.5% |
| 1Y | +8.9% | +34.6% | -25.8% | -4.3% |
| 3Y | +255.0% | +26.7% | +228.3% | +218.8% |
| 5Y | +151.5% | +24.9% | +126.6% | +126.9% |
| 10Y | +138.4% | +258.6% | -120.2% | +39.4% |
| All | +13.4% | +7,734.8% | -7,721.4% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling