+636.8%
HLT vs CI
+265.1%
+371.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -1.5% | -1.1% | -0.3% | -1.1% |
| 30D | -1.2% | +0.5% | -1.7% | -1.4% |
| 3M | -10.3% | -5.2% | -5.2% | -9.2% |
| 6M | +1.3% | +4.3% | -3.1% | -0.8% |
| YTD | +7.0% | +2.8% | +4.2% | +5.1% |
| 1Y | +11.9% | -5.8% | +17.7% | +11.8% |
| 3Y | +100.7% | +4.7% | +95.9% | +86.6% |
| 5Y | +147.5% | +42.7% | +104.8% | +100.5% |
| 10Y | +586.5% | +141.0% | +445.6% | +355.6% |
| All | +636.8% | +265.1% | +371.7% | +344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling