+12.1%
HLT vs CNC
+129.2%
-117.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -3.3% | +3.5% | -6.9% | -3.4% |
| 30D | -4.1% | +0.1% | -4.2% | -4.1% |
| 3M | -7.9% | +6.9% | -14.9% | -8.0% |
| 6M | +2.2% | +49.0% | -46.9% | +1.4% |
| YTD | +8.5% | +62.9% | -54.4% | +7.0% |
| 1Y | +12.1% | +134.0% | -121.9% | +7.4% |
| All | +12.1% | +129.2% | -117.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling