+35.2%
CLS vs HAL
+71.2%
-36.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.4% | +5.7% |
| 7D | +12.8% | +0.5% | +12.3% | +12.7% |
| 30D | +3.8% | +15.9% | -12.1% | +3.0% |
| 3M | -14.6% | -8.7% | -5.9% | -12.0% |
| 6M | +32.2% | +9.0% | +23.2% | +33.5% |
| YTD | +11.6% | +32.0% | -20.4% | +10.0% |
| All | +35.2% | +71.2% | -36.0% | +28.5% |
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