+635.0%
HLT vs CG
+165.5%
+469.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +0.6% |
| 7D | -2.6% | -9.8% | +7.2% | +1.1% |
| 30D | -2.6% | -10.3% | +7.7% | +1.0% |
| 3M | -9.4% | -1.7% | -7.8% | -9.6% |
| 6M | +2.7% | -9.8% | +12.5% | +5.4% |
| YTD | +6.8% | -25.6% | +32.4% | +16.7% |
| 1Y | +12.4% | -32.5% | +44.9% | +26.8% |
| 3Y | +100.2% | +45.6% | +54.5% | +60.9% |
| 5Y | +143.7% | +3.7% | +140.1% | +115.1% |
| 10Y | +584.9% | +321.1% | +263.8% | +261.8% |
| All | +635.0% | +165.5% | +469.5% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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