+109.7%
HAL vs CAG
-40.6%
+150.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +0.5% | -5.3% | +5.7% | +1.3% |
| 30D | +15.9% | +1.0% | +14.9% | +15.7% |
| 3M | -8.7% | +17.4% | -26.1% | -11.5% |
| 6M | +9.0% | -16.8% | +25.8% | +13.1% |
| YTD | +32.0% | -6.8% | +38.8% | +33.4% |
| 1Y | +72.5% | -15.4% | +87.8% | +77.7% |
| 3Y | -4.5% | -37.1% | +32.5% | +3.0% |
| 5Y | +109.7% | -41.3% | +150.9% | +128.5% |
| All | +109.7% | -40.6% | +150.3% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling