-8.8%
HAL vs CAH
+176.9%
-185.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.3% |
| 7D | -0.2% | +5.9% | -6.1% | -0.5% |
| 30D | +1.0% | +16.5% | -15.5% | +0.2% |
| 3M | -2.1% | +15.7% | -17.9% | -2.9% |
| 6M | -17.5% | +52.7% | -70.2% | -19.5% |
| YTD | +18.1% | +36.3% | -18.2% | +15.8% |
| 1Y | +19.7% | +36.7% | -17.0% | +17.2% |
| All | -8.8% | +176.9% | -185.7% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling