+575.2%
HLT vs CF
+595.8%
-20.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -5.0% | +11.5% | -16.5% | -7.5% |
| 3M | -10.4% | +25.5% | -35.9% | -15.5% |
| 6M | +3.2% | +11.8% | -8.6% | -1.8% |
| YTD | +6.7% | +74.6% | -67.8% | -10.5% |
| 1Y | +10.3% | +57.7% | -47.4% | -5.2% |
| 3Y | +99.3% | +74.2% | +25.1% | +61.8% |
| 5Y | +143.7% | +223.8% | -80.1% | +51.4% |
| All | +575.2% | +595.8% | -20.6% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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