+82.7%
HL vs CRL
+73.3%
+9.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.3% |
| 7D | -5.6% | -6.9% | +1.3% | -3.3% |
| 30D | +12.7% | -3.2% | +15.9% | +14.3% |
| 3M | +42.5% | +46.5% | -4.0% | +29.2% |
| 6M | -9.0% | +63.1% | -72.1% | -21.2% |
| YTD | +4.4% | +36.9% | -32.5% | -5.4% |
| 1Y | +82.7% | +78.1% | +4.5% | +58.3% |
| All | +82.7% | +73.3% | +9.4% | +58.3% |
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