+3,682.3%
CLS vs HAL
+112.2%
+3,570.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +20.1% | -1.3% | +21.4% | +20.6% |
| 30D | +6.0% | +10.9% | -4.8% | +2.2% |
| 3M | -10.3% | -5.8% | -4.4% | -9.2% |
| 6M | +24.5% | +8.1% | +16.4% | +19.9% |
| YTD | +12.9% | +33.2% | -20.3% | +0.2% |
| 1Y | +36.7% | +74.2% | -37.5% | +9.3% |
| 3Y | +1,328.1% | -3.7% | +1,331.8% | +1,247.5% |
| 5Y | +3,682.3% | +111.9% | +3,570.4% | +2,319.3% |
| All | +3,682.3% | +112.2% | +3,570.1% | +2,319.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling