+795.5%
HLT vs CP
+254.2%
+541.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.7% | +2.1% | -1.4% | -0.2% |
| 30D | +13.7% | +9.3% | +4.4% | +9.3% |
| 3M | +16.3% | +0.5% | +15.9% | +15.9% |
| 6M | +19.9% | +10.4% | +9.5% | +14.1% |
| YTD | +30.1% | +28.7% | +1.4% | +15.2% |
| 1Y | +38.5% | +33.2% | +5.3% | +20.8% |
| 3Y | +131.0% | +38.4% | +92.6% | +94.4% |
| 5Y | +163.7% | +26.2% | +137.5% | +128.4% |
| 10Y | +697.4% | +258.4% | +439.0% | +342.1% |
| All | +795.5% | +254.2% | +541.3% | +396.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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