+736.0%
HAL vs CARR
+421.5%
+314.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.2% |
| 7D | -3.3% | -3.8% | +0.5% | -2.0% |
| 30D | +8.2% | -8.9% | +17.1% | +11.8% |
| 3M | -9.4% | -17.3% | +7.9% | -3.6% |
| 6M | +0.6% | -1.4% | +2.0% | -1.5% |
| YTD | +28.6% | +10.0% | +18.6% | +20.0% |
| 1Y | +63.9% | -6.4% | +70.2% | +62.8% |
| 3Y | -7.1% | +1.5% | -8.7% | -12.9% |
| 5Y | +102.3% | +9.3% | +93.0% | +79.1% |
| All | +736.0% | +421.5% | +314.5% | +380.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling