-13.5%
HAL vs CART
+111.7%
-125.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -3.1% |
| 7D | -11.1% | +1.2% | -12.3% | -11.2% |
| 30D | -2.4% | +27.1% | -29.5% | -4.3% |
| 3M | +0.8% | +27.4% | -26.7% | -1.3% |
| 6M | -22.8% | +32.1% | -54.9% | -24.8% |
| YTD | +14.5% | +28.5% | -14.0% | +12.0% |
| 1Y | +20.2% | +58.8% | -38.6% | +14.1% |
| All | -13.5% | +111.7% | -125.2% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling