-17.5%
HAL vs CART
+37.6%
-55.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +0.8% | +27.4% | -26.7% | -0.9% |
| 6M | -22.8% | +32.1% | -54.9% | -24.4% |
| YTD | +14.5% | +28.5% | -14.0% | +12.5% |
| 1Y | +20.2% | +58.8% | -38.6% | +15.4% |
| 3Y | -15.2% | +114.8% | -129.9% | -20.2% |
| All | -17.5% | +37.6% | -55.1% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling