+758.3%
HAL vs CARR
+436.5%
+321.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +0.5% | +3.2% | -2.8% | -0.7% |
| 30D | +15.9% | -7.7% | +23.6% | +19.3% |
| 3M | -8.7% | -11.9% | +3.2% | -5.3% |
| 6M | +9.0% | +2.0% | +7.0% | +5.4% |
| YTD | +32.0% | +13.2% | +18.9% | +22.0% |
| 1Y | +72.5% | -8.5% | +81.0% | +73.1% |
| 3Y | -4.5% | +5.0% | -9.5% | -11.5% |
| 5Y | +109.7% | +12.0% | +97.7% | +84.0% |
| All | +758.3% | +436.5% | +321.9% | +388.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling