+595.7%
HAL vs CAH
+15,076.3%
-14,480.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +2.9% | +5.4% | -2.4% | +1.1% |
| 30D | +17.0% | +3.3% | +13.7% | +15.7% |
| 3M | -9.7% | +22.8% | -32.4% | -16.0% |
| 6M | +8.6% | +11.3% | -2.6% | +3.9% |
| YTD | +33.0% | +21.1% | +11.8% | +23.0% |
| 1Y | +68.3% | +67.2% | +1.1% | +38.2% |
| 3Y | +0.1% | +195.6% | -195.5% | -33.9% |
| 5Y | +102.6% | +413.8% | -311.2% | +10.0% |
| 10Y | +3.8% | +309.6% | -305.8% | -40.9% |
| All | +595.7% | +15,076.3% | -14,480.6% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling