+238.2%
HL vs CRL
-38.6%
+276.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.5% |
| 7D | -5.6% | -6.9% | +1.3% | -3.9% |
| 30D | +12.7% | -3.2% | +15.9% | +13.9% |
| 3M | +42.5% | +46.5% | -4.0% | +30.3% |
| 6M | -9.0% | +63.1% | -72.1% | -19.5% |
| YTD | +4.4% | +36.9% | -32.5% | -3.9% |
| 1Y | +82.7% | +78.1% | +4.5% | +57.9% |
| 3Y | +406.3% | +36.7% | +369.6% | +353.4% |
| 5Y | +238.2% | -38.1% | +276.3% | +218.6% |
| All | +238.2% | -38.6% | +276.8% | +218.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling