+147.5%
HLT vs CF
+247.6%
-100.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.6% |
| 7D | -1.5% | -0.8% | -0.6% | -1.4% |
| 30D | -1.2% | +14.3% | -15.5% | -2.6% |
| 3M | -10.3% | +27.9% | -38.2% | -12.7% |
| 6M | +1.3% | +25.5% | -24.3% | -2.7% |
| YTD | +7.0% | +81.2% | -74.2% | -3.5% |
| 1Y | +11.9% | +66.5% | -54.6% | +2.1% |
| 3Y | +100.7% | +76.7% | +24.0% | +77.9% |
| 5Y | +147.5% | +237.8% | -90.3% | +64.2% |
| All | +147.5% | +247.6% | -100.1% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling