+795.5%
HLT vs CF
+286.6%
+508.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.7% | +4.8% | -4.1% | -0.3% |
| 30D | +13.7% | +4.7% | +9.0% | +12.4% |
| 3M | +16.3% | +7.4% | +8.9% | +13.9% |
| 6M | +19.9% | +0.6% | +19.3% | +18.4% |
| YTD | +30.1% | +64.1% | -34.0% | +11.1% |
| 1Y | +38.5% | +51.4% | -12.9% | +20.7% |
| 3Y | +131.0% | +67.8% | +63.2% | +90.9% |
| 5Y | +163.7% | +114.1% | +49.5% | +93.0% |
| 10Y | +697.4% | +480.1% | +217.3% | +327.4% |
| All | +795.5% | +286.6% | +508.9% | +418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling