+575.2%
HLT vs CCI
+23.6%
+551.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -5.0% | +2.2% | -7.3% | -5.5% |
| 3M | -10.4% | -16.9% | +6.5% | -7.3% |
| 6M | +3.2% | -11.5% | +14.8% | +5.2% |
| YTD | +6.7% | -12.8% | +19.6% | +8.8% |
| 1Y | +10.3% | -17.1% | +27.3% | +13.5% |
| 3Y | +99.3% | -9.6% | +109.0% | +96.6% |
| 5Y | +143.7% | -48.9% | +192.6% | +175.7% |
| All | +575.2% | +23.6% | +551.6% | +542.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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