+3,231.7%
CLS vs HAL
+162.4%
+3,069.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +4.6% | +2.9% | +1.6% | +3.5% |
| 30D | -13.9% | +17.0% | -30.9% | -18.5% |
| 3M | -26.6% | -9.7% | -16.9% | -24.8% |
| 6M | +15.4% | +8.6% | +6.8% | +11.1% |
| YTD | +5.7% | +33.0% | -27.3% | -5.3% |
| 1Y | +41.1% | +68.3% | -27.2% | +16.7% |
| 3Y | +1,228.6% | +0.1% | +1,228.5% | +1,175.8% |
| 5Y | +3,240.6% | +102.6% | +3,138.0% | +2,361.0% |
| 10Y | +2,760.3% | +3.8% | +2,756.5% | +2,124.9% |
| All | +3,231.7% | +162.4% | +3,069.4% | +1,637.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling