+575.2%
HLT vs CRL
+256.1%
+319.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | -1.6% | -3.5% | +1.9% | -0.6% |
| 30D | -5.0% | -2.1% | -2.9% | -4.5% |
| 3M | -10.4% | +48.0% | -58.4% | -20.3% |
| 6M | +3.2% | +64.7% | -61.5% | -11.9% |
| YTD | +6.7% | +39.5% | -32.8% | -5.0% |
| 1Y | +10.3% | +74.2% | -63.9% | -8.9% |
| 3Y | +99.3% | +39.4% | +60.0% | +65.9% |
| 5Y | +143.7% | -36.9% | +180.6% | +162.3% |
| All | +575.2% | +256.1% | +319.2% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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