+2,491.1%
CLS vs HAL
+133.1%
+2,358.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.4% | +5.1% | +7.4% |
| 7D | +2.8% | -0.2% | +3.0% | +3.0% |
| 30D | -30.1% | +1.0% | -31.1% | -30.2% |
| 3M | -21.7% | -2.1% | -19.6% | -21.5% |
| 6M | -36.2% | -17.5% | -18.8% | -32.9% |
| YTD | -17.8% | +18.1% | -36.0% | -23.5% |
| 1Y | -26.8% | +19.7% | -46.5% | -32.1% |
| 3Y | +853.4% | -7.9% | +861.3% | +842.2% |
| 5Y | +2,005.0% | +53.1% | +1,952.0% | +1,598.4% |
| 10Y | +1,929.4% | -16.8% | +1,946.2% | +1,590.4% |
| All | +2,491.1% | +133.1% | +2,358.1% | +1,302.7% |
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