+82.7%
HL vs CPB
-33.6%
+116.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -4.6% |
| 7D | -5.6% | -5.4% | -0.2% | -6.4% |
| 30D | +12.7% | -7.8% | +20.6% | +11.3% |
| 3M | +42.5% | -6.9% | +49.5% | +42.0% |
| 6M | -9.0% | -12.2% | +3.2% | -10.5% |
| YTD | +4.4% | -21.1% | +25.5% | +0.3% |
| 1Y | +82.7% | -33.5% | +116.2% | +53.4% |
| All | +82.7% | -33.6% | +116.3% | +53.4% |
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