+42.6%
HAL vs CAPR
-99.1%
+141.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -4.9% | -0.4% |
| 7D | -12.0% | +41.1% | -53.0% | -12.8% |
| 30D | +0.3% | +11.1% | -10.8% | -0.2% |
| 3M | -1.6% | +115.3% | -116.9% | -4.4% |
| 6M | -20.5% | -73.8% | +53.3% | -19.4% |
| YTD | +14.2% | -68.8% | +83.0% | +15.0% |
| 1Y | +18.9% | +43.3% | -24.5% | +7.9% |
| 3Y | -13.7% | +214.7% | -228.4% | -26.8% |
| 5Y | +42.2% | +141.3% | -99.1% | +19.6% |
| 10Y | -16.7% | -67.0% | +50.3% | -35.0% |
| All | +42.6% | -99.1% | +141.7% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling