+3.2%
HAL vs CAPR
-75.3%
+78.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +2.9% | -2.0% | +4.9% | +3.0% |
| 30D | +17.0% | +139.2% | -122.1% | +12.8% |
| 3M | -9.7% | -66.4% | +56.7% | -8.4% |
| 6M | +8.6% | -63.1% | +71.8% | +9.6% |
| YTD | +33.0% | -67.4% | +100.4% | +34.5% |
| 1Y | +68.3% | +58.2% | +10.1% | +47.2% |
| 3Y | +0.1% | +42.2% | -42.1% | -18.5% |
| 5Y | +102.6% | +87.3% | +15.4% | +57.4% |
| All | +3.2% | -75.3% | +78.5% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling