+60.4%
HL vs CRS
+9,806.3%
-9,745.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +18.8% | -18.1% | +36.9% | +28.4% |
| 3M | +43.7% | -12.4% | +56.2% | +50.7% |
| 6M | -1.0% | +15.9% | -17.0% | -8.1% |
| YTD | +8.7% | +45.8% | -37.1% | -8.7% |
| 1Y | +105.0% | +87.8% | +17.3% | +52.1% |
| 3Y | +427.3% | +648.7% | -221.4% | +102.2% |
| 5Y | +249.3% | +1,416.6% | -1,167.3% | -6.2% |
| 10Y | +284.2% | +1,412.7% | -1,128.5% | -14.8% |
| All | +60.4% | +9,806.3% | -9,745.8% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling