+138.4%
HLT vs CAG
-43.1%
+181.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.6% | -5.7% | +4.1% | -1.0% |
| 30D | -5.0% | -2.4% | -2.6% | -4.8% |
| 3M | -10.4% | +9.8% | -20.2% | -11.4% |
| 6M | +3.2% | -10.8% | +14.1% | +4.4% |
| YTD | +6.7% | -10.8% | +17.6% | +7.6% |
| 1Y | +10.3% | -19.0% | +29.2% | +12.4% |
| 3Y | +99.3% | -39.7% | +139.0% | +108.0% |
| All | +138.4% | -43.1% | +181.5% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling