+25.0%
HL vs CRS
-3.8%
+28.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.6% | +14.7% | +13.8% |
| 7D | +0.2% | +4.3% | -4.1% | -1.8% |
| 30D | -12.1% | -25.5% | +13.4% | -1.0% |
| 3M | -2.8% | -48.7% | +45.9% | +29.4% |
| 6M | -14.9% | -31.6% | +16.7% | -2.4% |
| YTD | -22.0% | -7.0% | -15.0% | -22.8% |
| 1Y | +25.0% | -4.5% | +29.5% | +21.2% |
| All | +25.0% | -3.8% | +28.8% | +21.2% |
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