-13.7%
HAL vs CART
+112.9%
-126.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | -12.0% | +3.0% | -14.9% | -12.2% |
| 30D | +0.3% | +28.6% | -28.3% | -1.7% |
| 3M | -1.6% | +29.1% | -30.7% | -3.8% |
| 6M | -20.5% | +44.7% | -65.2% | -23.1% |
| YTD | +14.2% | +29.2% | -15.0% | +11.7% |
| 1Y | +18.9% | +66.2% | -47.3% | +12.3% |
| 3Y | -13.7% | +112.8% | -126.5% | -21.7% |
| All | -13.7% | +112.9% | -126.6% | -21.7% |
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