+51.9%
HAL vs CAI
-9.3%
+61.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.4% |
| 7D | -0.2% | -26.3% | +26.1% | -0.6% |
| 30D | +1.0% | -17.5% | +18.5% | +1.0% |
| 3M | -2.1% | +5.8% | -8.0% | -1.1% |
| 6M | -17.5% | +53.6% | -71.1% | -15.2% |
| YTD | +18.1% | -9.2% | +27.4% | +19.4% |
| 1Y | +19.7% | -2.7% | +22.4% | +21.2% |
| All | +51.9% | -9.3% | +61.2% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling