-17.4%
HAL vs CAH
+412.5%
-430.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +2.6% | +3.9% | -1.2% | +0.9% |
| 30D | -0.1% | +16.0% | -16.1% | -7.0% |
| 3M | -1.1% | +19.1% | -20.2% | -9.2% |
| 6M | -20.7% | +53.0% | -73.8% | -35.7% |
| YTD | +17.5% | +36.6% | -19.1% | -0.9% |
| 1Y | +24.1% | +37.4% | -13.3% | +4.3% |
| 3Y | -8.4% | +178.8% | -187.2% | -49.3% |
| 5Y | +53.2% | +498.6% | -445.3% | -46.5% |
| All | -17.4% | +412.5% | -430.0% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling