+133.9%
HL vs CRS
+102.1%
+31.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.0% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +25.1% | -16.6% | +41.7% | +32.1% |
| 3M | +22.9% | -3.5% | +26.4% | +23.9% |
| 6M | -4.9% | +15.4% | -20.3% | -9.6% |
| YTD | +7.8% | +51.2% | -43.4% | -1.6% |
| 1Y | +133.9% | +98.3% | +35.6% | +115.5% |
| All | +133.9% | +102.1% | +31.8% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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