+256.9%
HL vs CRS
+1,392.1%
-1,135.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -4.4% | -6.8% | +2.4% | -1.9% |
| 30D | +9.3% | -16.1% | +25.4% | +16.0% |
| 3M | +32.0% | -21.2% | +53.2% | +42.8% |
| 6M | -6.4% | +8.7% | -15.1% | -10.1% |
| YTD | +3.1% | +41.0% | -37.8% | -9.8% |
| 1Y | +77.6% | +82.7% | -5.1% | +39.5% |
| 3Y | +392.8% | +604.8% | -212.0% | +119.6% |
| 5Y | +234.1% | +1,384.7% | -1,150.6% | +7.3% |
| All | +256.9% | +1,392.1% | -1,135.1% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling