+2,104.6%
CLS vs HAL
+125.4%
+1,979.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -22.2% | -12.0% | -10.2% | -18.8% |
| 30D | -44.4% | +0.3% | -44.7% | -44.4% |
| 3M | -34.3% | -1.6% | -32.7% | -34.3% |
| 6M | -50.1% | -20.5% | -29.6% | -46.9% |
| YTD | -30.1% | +14.2% | -44.3% | -34.3% |
| 1Y | -39.3% | +18.9% | -58.2% | -43.7% |
| 3Y | +732.7% | -13.7% | +746.4% | +739.2% |
| 5Y | +1,777.2% | +42.2% | +1,735.0% | +1,448.4% |
| 10Y | +1,645.6% | -16.7% | +1,662.3% | +1,353.8% |
| All | +2,104.6% | +125.4% | +1,979.2% | +1,105.3% |
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 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