+9.9%
HL vs CP
+7,872.5%
-7,862.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.2% |
| 7D | +8.2% | +2.8% | +5.4% | +7.1% |
| 30D | -16.3% | +11.0% | -27.3% | -20.0% |
| 3M | -18.6% | +3.8% | -22.4% | -19.8% |
| 6M | -23.2% | +9.5% | -32.7% | -26.3% |
| YTD | -25.5% | +28.2% | -53.7% | -33.1% |
| 1Y | -4.8% | +33.0% | -37.7% | -15.8% |
| 3Y | +281.4% | +35.5% | +245.9% | +233.0% |
| 5Y | +137.8% | +25.8% | +112.0% | +114.0% |
| 10Y | +135.5% | +250.7% | -115.3% | +38.9% |
| All | +9.9% | +7,872.5% | -7,862.6% | -62.0% |
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 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