+497.6%
HAL vs CAG
+602.0%
-104.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.2% |
| 7D | -12.0% | +5.8% | -17.8% | -13.5% |
| 30D | +0.3% | +16.4% | -16.1% | -4.3% |
| 3M | -1.6% | +3.8% | -5.4% | -3.2% |
| 6M | -20.5% | +10.8% | -31.3% | -23.8% |
| YTD | +14.2% | -5.8% | +20.1% | +14.2% |
| 1Y | +18.9% | -2.4% | +21.2% | +17.5% |
| 3Y | -13.7% | -33.4% | +19.7% | -6.4% |
| 5Y | +42.2% | -39.4% | +81.6% | +57.1% |
| 10Y | -16.7% | -37.5% | +20.8% | -12.3% |
| All | +497.6% | +602.0% | -104.4% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling