+25.0%
HL vs CPB
-18.4%
+43.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +5.9% | +7.3% | +13.5% |
| 7D | +0.2% | +13.0% | -12.8% | +1.4% |
| 30D | -12.1% | +20.5% | -32.6% | -10.3% |
| 3M | -2.8% | +2.2% | -5.0% | -2.3% |
| 6M | -14.9% | +15.4% | -30.3% | -12.5% |
| YTD | -22.0% | -12.3% | -9.7% | -21.2% |
| 1Y | +25.0% | -18.0% | +43.0% | +20.8% |
| All | +25.0% | -18.4% | +43.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling