-3.1%
CMG vs HAL
+99.2%
-102.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.1% | -3.3% | +1.3% | -1.7% |
| 30D | +10.9% | +8.2% | +2.7% | +10.0% |
| 3M | +15.8% | -9.4% | +25.3% | +16.9% |
| 6M | +6.9% | +0.6% | +6.3% | +6.3% |
| YTD | -2.2% | +28.6% | -30.7% | -5.7% |
| 1Y | -7.1% | +63.9% | -71.0% | -13.1% |
| 3Y | -7.1% | -7.1% | 0.0% | -9.7% |
| All | -3.1% | +99.2% | -102.2% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling