+25.6%
HAL vs CAI
+12.6%
+13.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.3% | -3.1% |
| 7D | -7.7% | -6.3% | -1.4% | -7.9% |
| 30D | +0.7% | +9.3% | -8.6% | +1.0% |
| 3M | +2.5% | +106.3% | -103.9% | +6.0% |
| 6M | -20.7% | +77.7% | -98.4% | -18.5% |
| YTD | +18.4% | +23.1% | -4.7% | +20.0% |
| 1Y | +25.6% | +6.5% | +19.0% | +27.5% |
| All | +25.6% | +12.6% | +13.0% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling