-7.6%
CMG vs HAL
-4.5%
-3.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | -6.5% | -1.3% | -5.1% | -6.3% |
| 30D | +12.1% | +10.9% | +1.2% | +11.0% |
| 3M | +20.6% | -5.8% | +26.4% | +21.4% |
| 6M | +2.1% | +8.1% | -6.0% | +0.4% |
| YTD | -2.6% | +33.2% | -35.8% | -7.3% |
| 1Y | -8.7% | +74.2% | -82.9% | -16.5% |
| All | -7.6% | -4.5% | -3.0% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling