-65.0%
CBRS vs HAL
-17.0%
-48.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.1% | +8.1% | +10.3% |
| 7D | +21.2% | +6.1% | +15.1% | +19.5% |
| 30D | -23.2% | +2.9% | -26.0% | -22.9% |
| 3M | -52.9% | +3.3% | -56.3% | -52.1% |
| All | -65.0% | -17.0% | -48.1% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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