+143.7%
HLT vs CFG
+96.1%
+47.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -2.6% | -1.7% | -0.9% | -1.9% |
| 30D | -2.6% | -4.6% | +2.0% | -0.9% |
| 3M | -9.4% | +7.9% | -17.3% | -12.5% |
| 6M | +2.7% | +19.9% | -17.1% | -5.0% |
| YTD | +6.8% | +21.7% | -14.9% | -2.2% |
| 1Y | +12.4% | +38.4% | -26.1% | -2.5% |
| 3Y | +100.2% | +187.0% | -86.8% | +26.1% |
| 5Y | +143.7% | +99.5% | +44.2% | +77.4% |
| All | +143.7% | +96.1% | +47.6% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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