+2,000.4%
HL vs CRL
+1,379.5%
+620.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | +1.5% | -1.0% | +2.5% | +1.8% |
| 30D | +25.1% | +10.7% | +14.4% | +22.0% |
| 3M | +22.9% | +55.3% | -32.4% | +9.3% |
| 6M | -4.9% | +60.7% | -65.6% | -17.1% |
| YTD | +7.8% | +44.6% | -36.8% | -3.3% |
| 1Y | +133.9% | +77.7% | +56.1% | +97.4% |
| 3Y | +380.9% | +37.6% | +343.3% | +314.7% |
| 5Y | +230.2% | -35.8% | +266.0% | +239.8% |
| 10Y | +265.6% | +241.7% | +23.8% | +139.2% |
| All | +2,000.4% | +1,379.5% | +620.9% | +1,163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling