+575.2%
HLT vs CNC
+99.9%
+475.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -5.0% | -1.0% | -4.1% | -4.9% |
| 3M | -10.4% | +4.5% | -14.9% | -11.3% |
| 6M | +3.2% | +85.2% | -82.0% | -7.9% |
| YTD | +6.7% | +61.4% | -54.7% | -3.2% |
| 1Y | +10.3% | +94.9% | -84.6% | -4.0% |
| 3Y | +99.3% | 0.0% | +99.3% | +88.6% |
| 5Y | +143.7% | +11.2% | +132.5% | +119.9% |
| All | +575.2% | +99.9% | +475.3% | +473.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling