+5,676.4%
CRM vs HAL
+248.2%
+5,428.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -5.0% | -1.3% | -3.6% | -4.6% |
| 30D | +23.6% | +10.9% | +12.7% | +19.9% |
| 3M | +39.6% | -5.8% | +45.5% | +41.6% |
| 6M | +23.4% | +8.1% | +15.3% | +19.3% |
| YTD | -7.4% | +33.2% | -40.6% | -16.6% |
| 1Y | -2.3% | +74.2% | -76.5% | -19.6% |
| 3Y | +10.5% | -3.7% | +14.2% | +5.7% |
| 5Y | -4.7% | +111.9% | -116.6% | -33.8% |
| 10Y | +234.7% | +7.4% | +227.4% | +140.3% |
| All | +5,676.4% | +248.2% | +5,428.2% | +2,116.6% |
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