+19.0%
HLT vs CF
+0.2%
+18.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -0.8% |
| 7D | +0.8% | +5.4% | -4.5% | +1.9% |
| 30D | +13.1% | +6.5% | +6.5% | +14.7% |
| 3M | +15.6% | +4.6% | +11.0% | +17.2% |
| 6M | +19.0% | -3.3% | +22.3% | +21.2% |
| All | +19.0% | +0.2% | +18.8% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling