+322.0%
CMG vs HAL
+4.5%
+317.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.1% | -3.3% | +1.3% | -1.5% |
| 30D | +10.9% | +8.2% | +2.7% | +9.5% |
| 3M | +15.8% | -9.4% | +25.3% | +17.4% |
| 6M | +6.9% | +0.6% | +6.3% | +6.0% |
| YTD | -2.2% | +28.6% | -30.7% | -7.2% |
| 1Y | -7.1% | +63.9% | -71.0% | -15.7% |
| 3Y | -7.1% | -7.1% | 0.0% | -8.9% |
| 5Y | -4.8% | +102.3% | -107.1% | -22.4% |
| All | +322.0% | +4.5% | +317.5% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling