+59.1%
HL vs CP
+7,669.4%
-7,610.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +1.5% | -2.7% | +4.1% | +2.7% |
| 30D | +25.1% | +0.2% | +24.9% | +25.0% |
| 3M | +22.9% | +2.6% | +20.3% | +21.3% |
| 6M | -4.9% | +6.0% | -10.9% | -7.4% |
| YTD | +7.8% | +24.9% | -17.1% | -2.2% |
| 1Y | +133.9% | +20.1% | +113.8% | +115.4% |
| 3Y | +380.9% | +16.4% | +364.5% | +347.9% |
| 5Y | +230.2% | +31.7% | +198.5% | +191.5% |
| 10Y | +265.6% | +223.9% | +41.7% | +122.6% |
| All | +59.1% | +7,669.4% | -7,610.3% | -44.4% |
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