-14.9%
HAL vs CAG
-37.3%
+22.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.8% |
| 7D | +6.1% | -3.3% | +9.4% | +6.9% |
| 30D | +2.9% | +7.7% | -4.8% | +0.7% |
| 3M | +3.3% | -3.2% | +6.5% | +3.7% |
| 6M | -16.9% | +7.0% | -23.9% | -19.2% |
| YTD | +21.2% | -9.0% | +30.2% | +22.4% |
| 1Y | +27.5% | -9.6% | +37.2% | +29.0% |
| 3Y | -6.4% | -36.0% | +29.5% | +2.2% |
| 5Y | +58.0% | -40.9% | +98.9% | +75.0% |
| All | -14.9% | -37.3% | +22.4% | +3.1% |
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