+595.7%
HAL vs CAG
+604.9%
-9.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +2.9% | -3.8% | +6.7% | +4.0% |
| 30D | +17.0% | +3.1% | +13.9% | +15.9% |
| 3M | -9.7% | +23.5% | -33.1% | -15.5% |
| 6M | +8.6% | -14.8% | +23.5% | +12.5% |
| YTD | +33.0% | -5.4% | +38.4% | +33.4% |
| 1Y | +68.3% | -11.8% | +80.1% | +71.8% |
| 3Y | +0.1% | -36.7% | +36.8% | +10.8% |
| 5Y | +102.6% | -40.3% | +142.9% | +125.9% |
| 10Y | +3.8% | -37.0% | +40.8% | +9.5% |
| All | +595.7% | +604.9% | -9.1% | +233.4% |
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