-14.9%
HAL vs CAH
+418.0%
-432.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.6% |
| 7D | +6.1% | +3.5% | +2.6% | +4.5% |
| 30D | +2.9% | +13.5% | -10.6% | -3.1% |
| 3M | +3.3% | +21.8% | -18.5% | -6.1% |
| 6M | -16.9% | +51.5% | -68.4% | -32.3% |
| YTD | +21.2% | +38.1% | -16.9% | +1.8% |
| 1Y | +27.5% | +37.7% | -10.2% | +7.1% |
| 3Y | -6.4% | +179.6% | -186.0% | -48.2% |
| 5Y | +58.0% | +504.9% | -446.9% | -45.1% |
| All | -14.9% | +418.0% | -432.8% | -71.4% |
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