+93.3%
HAL vs CARR
+8.3%
+85.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.1% |
| 7D | -3.3% | -3.8% | +0.5% | -2.1% |
| 30D | +8.2% | -8.9% | +17.1% | +11.4% |
| 3M | -9.4% | -17.3% | +7.9% | -4.2% |
| 6M | +0.6% | -1.4% | +2.0% | -1.6% |
| YTD | +28.6% | +10.0% | +18.6% | +20.1% |
| 1Y | +63.9% | -6.4% | +70.2% | +62.6% |
| 3Y | -7.1% | +1.5% | -8.7% | -12.4% |
| All | +93.3% | +8.3% | +85.0% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling