+134.4%
HL vs CPB
-40.8%
+175.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.3% |
| 7D | -7.6% | -5.8% | -1.8% | -6.9% |
| 30D | -17.5% | +16.5% | -34.0% | -19.0% |
| 3M | -26.2% | -1.1% | -25.1% | -26.2% |
| 6M | -35.1% | +11.5% | -46.5% | -36.2% |
| YTD | -30.4% | -15.7% | -14.6% | -29.1% |
| 1Y | -14.0% | -24.7% | +10.7% | -11.0% |
| 3Y | +256.3% | -37.3% | +293.6% | +272.3% |
| 5Y | +112.5% | -35.0% | +147.5% | +120.5% |
| All | +134.4% | -40.8% | +175.2% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling