+25.6%
HAL vs CARR
-1.4%
+27.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.2% |
| 7D | -7.7% | -0.7% | -7.1% | -7.6% |
| 30D | +0.7% | +0.3% | +0.4% | +0.7% |
| 3M | +2.5% | -14.9% | +17.4% | +3.5% |
| 6M | -20.7% | -14.9% | -5.8% | -19.9% |
| YTD | +18.4% | +7.0% | +11.4% | +10.2% |
| 1Y | +25.6% | -1.8% | +27.3% | +20.2% |
| All | +25.6% | -1.4% | +27.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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