+17.3%
HAL vs CART
+51.1%
-33.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | +0.3% | -6.8% | -6.5% |
| 30D | -2.1% | +22.4% | -24.5% | -1.2% |
| 3M | -4.9% | +15.6% | -20.5% | -4.3% |
| 6M | -19.3% | +44.9% | -64.2% | -17.3% |
| YTD | +14.3% | +30.0% | -15.7% | +17.6% |
| 1Y | +17.3% | +56.6% | -39.3% | +10.9% |
| All | +17.3% | +51.1% | -33.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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