+261.2%
HL vs CRL
+249.3%
+11.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.4% |
| 7D | -5.6% | -6.9% | +1.3% | -3.4% |
| 30D | +12.7% | -3.2% | +15.9% | +14.3% |
| 3M | +42.5% | +46.5% | -4.0% | +26.0% |
| 6M | -9.0% | +63.1% | -72.1% | -23.2% |
| YTD | +4.4% | +36.9% | -32.5% | -6.8% |
| 1Y | +82.7% | +78.1% | +4.5% | +48.7% |
| 3Y | +406.3% | +36.7% | +369.6% | +324.4% |
| 5Y | +238.2% | -38.1% | +276.3% | +276.6% |
| All | +261.2% | +249.3% | +11.9% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling