-13.7%
HAL vs CAG
-34.1%
+20.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.2% |
| 7D | -12.0% | +5.8% | -17.8% | -12.3% |
| 30D | +0.3% | +16.4% | -16.1% | -0.9% |
| 3M | -1.6% | +3.8% | -5.4% | -1.9% |
| 6M | -20.5% | +10.8% | -31.3% | -21.3% |
| YTD | +14.2% | -5.8% | +20.1% | +15.4% |
| 1Y | +18.9% | -2.4% | +21.2% | +19.6% |
| 3Y | -13.7% | -33.4% | +19.7% | -11.3% |
| All | -13.7% | -34.1% | +20.3% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling