+2,029.3%
CLS vs HAL
-16.5%
+2,045.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +23.5% | +2.6% | +20.9% | +22.4% |
| 30D | -28.9% | -0.1% | -28.8% | -28.7% |
| 3M | -25.2% | -1.1% | -24.0% | -25.1% |
| 6M | -32.1% | -20.7% | -11.4% | -26.8% |
| YTD | -14.1% | +17.5% | -31.6% | -21.1% |
| 1Y | -24.1% | +24.1% | -48.2% | -31.6% |
| 3Y | +897.0% | -8.4% | +905.4% | +877.4% |
| 5Y | +2,089.9% | +53.2% | +2,036.7% | +1,558.1% |
| All | +2,029.3% | -16.5% | +2,045.8% | +1,149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling