+4,100.0%
CMG vs HAL
+37.3%
+4,062.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.5% | +0.5% | -1.9% | -1.6% |
| 30D | +12.7% | +15.9% | -3.2% | +9.2% |
| 3M | +26.3% | -8.7% | +35.0% | +28.2% |
| 6M | +4.5% | +9.0% | -4.5% | +1.5% |
| YTD | -0.1% | +32.0% | -32.1% | -7.0% |
| 1Y | -6.8% | +72.5% | -79.2% | -18.4% |
| 3Y | -5.0% | -4.5% | -0.4% | -7.8% |
| 5Y | -3.0% | +109.7% | -112.7% | -25.2% |
| 10Y | +323.6% | +1.2% | +322.3% | +231.9% |
| All | +4,100.0% | +37.3% | +4,062.7% | +2,167.4% |
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 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