+138.4%
HLT vs CI
+50.4%
+88.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -5.0% | +1.8% | -6.8% | -5.3% |
| 3M | -10.4% | -4.2% | -6.1% | -9.9% |
| 6M | +3.2% | +8.8% | -5.6% | +1.3% |
| YTD | +6.7% | +3.7% | +3.0% | +5.5% |
| 1Y | +10.3% | -6.1% | +16.4% | +10.4% |
| 3Y | +99.3% | +4.5% | +94.9% | +89.2% |
| All | +138.4% | +50.4% | +88.1% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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