+498.0%
HAL vs CAG
+599.7%
-101.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -6.5% | +6.6% | -13.1% | -8.3% |
| 30D | -2.1% | +13.9% | -16.0% | -6.0% |
| 3M | -4.9% | +4.0% | -8.9% | -6.4% |
| 6M | -19.3% | +10.0% | -29.3% | -22.4% |
| YTD | +14.3% | -6.1% | +20.4% | +14.3% |
| 1Y | +17.3% | -4.3% | +21.6% | +16.6% |
| 3Y | -10.9% | -34.6% | +23.7% | -2.8% |
| 5Y | +47.4% | -39.4% | +86.8% | +62.9% |
| 10Y | -20.8% | -34.2% | +13.4% | -17.7% |
| All | +498.0% | +599.7% | -101.7% | +185.7% |
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