+133.9%
HL vs CRL
+78.8%
+55.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | +1.5% | -1.0% | +2.5% | +1.9% |
| 30D | +25.1% | +10.7% | +14.4% | +22.1% |
| 3M | +22.9% | +55.3% | -32.4% | +10.5% |
| 6M | -4.9% | +60.7% | -65.6% | -16.1% |
| YTD | +7.8% | +44.6% | -36.8% | -3.3% |
| 1Y | +133.9% | +77.7% | +56.1% | +109.2% |
| All | +133.9% | +78.8% | +55.0% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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