+636.8%
HLT vs CRL
+433.7%
+203.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -1.5% | -4.6% | +3.1% | -0.1% |
| 30D | -1.2% | +0.5% | -1.7% | -1.4% |
| 3M | -10.3% | +46.6% | -57.0% | -20.4% |
| 6M | +1.3% | +57.3% | -56.0% | -12.9% |
| YTD | +7.0% | +39.5% | -32.5% | -5.2% |
| 1Y | +11.9% | +76.9% | -65.0% | -8.7% |
| 3Y | +100.7% | +39.4% | +61.3% | +65.7% |
| 5Y | +147.5% | -37.2% | +184.7% | +164.3% |
| 10Y | +586.5% | +253.4% | +333.1% | +241.2% |
| All | +636.8% | +433.7% | +203.1% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling