+7.4%
HAL vs CAG
-35.6%
+43.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -1.3% | -6.6% | +5.3% | +0.3% |
| 30D | +10.9% | +2.3% | +8.6% | +10.2% |
| 3M | -5.8% | +16.3% | -22.2% | -9.8% |
| 6M | +8.1% | -16.0% | +24.1% | +12.3% |
| YTD | +33.2% | -7.7% | +40.9% | +34.7% |
| 1Y | +74.2% | -16.0% | +90.2% | +80.2% |
| 3Y | -3.7% | -37.7% | +34.0% | +6.3% |
| 5Y | +111.9% | -41.2% | +153.1% | +135.8% |
| 10Y | +7.4% | -33.8% | +41.2% | +8.0% |
| All | +7.4% | -35.6% | +43.0% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling