+99.0%
HLT vs CF
+76.4%
+22.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | -4.1% | +18.1% | -22.2% | -4.1% |
| 3M | -10.6% | +23.4% | -33.9% | -10.7% |
| 6M | +2.0% | +17.1% | -15.0% | +0.9% |
| YTD | +6.1% | +76.2% | -70.1% | -0.3% |
| 1Y | +9.8% | +62.3% | -52.4% | +4.0% |
| 3Y | +99.0% | +71.8% | +27.2% | +84.3% |
| All | +99.0% | +76.4% | +22.6% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling