+53.1%
HAL vs CAH
+512.9%
-459.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.3% |
| 7D | -0.2% | +5.9% | -6.1% | -1.6% |
| 30D | +1.0% | +16.5% | -15.5% | -2.8% |
| 3M | -2.1% | +15.7% | -17.9% | -5.8% |
| 6M | -17.5% | +52.7% | -70.2% | -26.4% |
| YTD | +18.1% | +36.3% | -18.2% | +7.8% |
| 1Y | +19.7% | +36.7% | -17.0% | +9.0% |
| 3Y | -7.9% | +178.2% | -186.1% | -38.9% |
| 5Y | +53.1% | +515.8% | -462.7% | -42.0% |
| All | +53.1% | +512.9% | -459.9% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling