+68.3%
HAL vs CAG
-13.1%
+81.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +2.9% | -3.8% | +6.7% | +3.0% |
| 30D | +17.0% | +3.1% | +13.9% | +17.0% |
| 3M | -9.7% | +23.5% | -33.1% | -10.9% |
| 6M | +8.6% | -14.8% | +23.5% | +13.6% |
| YTD | +33.0% | -5.4% | +38.4% | +35.5% |
| 1Y | +68.3% | -11.8% | +80.1% | +72.7% |
| All | +68.3% | -13.1% | +81.4% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling