+1,230.5%
HL vs CRL
+1,633.2%
-402.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.7% |
| 7D | -11.1% | +0.1% | -11.3% | -11.1% |
| 30D | -12.1% | +11.9% | -24.0% | -15.1% |
| 3M | -26.1% | +20.2% | -46.3% | -30.0% |
| 6M | -37.7% | +107.5% | -145.3% | -49.2% |
| YTD | -31.7% | +69.4% | -101.1% | -41.7% |
| 1Y | -11.6% | +99.7% | -111.4% | -27.8% |
| 3Y | +249.6% | +98.8% | +150.9% | +170.9% |
| 5Y | +108.5% | -12.4% | +120.9% | +96.9% |
| 10Y | +127.0% | +352.9% | -225.9% | +37.7% |
| All | +1,230.5% | +1,633.2% | -402.6% | +661.8% |
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