+646.9%
HLT vs CF
+312.1%
+334.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.3% |
| 7D | -3.3% | +6.0% | -9.3% | -4.6% |
| 30D | -4.1% | +14.8% | -18.9% | -7.2% |
| 3M | -7.9% | +14.1% | -22.0% | -11.2% |
| 6M | +2.2% | +28.5% | -26.4% | -6.3% |
| YTD | +8.5% | +74.9% | -66.5% | -8.3% |
| 1Y | +12.1% | +61.7% | -49.6% | -3.5% |
| 3Y | +107.6% | +80.3% | +27.3% | +69.0% |
| 5Y | +156.4% | +226.0% | -69.6% | +66.7% |
| 10Y | +566.3% | +569.9% | -3.6% | +247.4% |
| All | +646.9% | +312.1% | +334.8% | +328.4% |
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