-19.1%
HAL vs CCI
+51.6%
-70.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -7.9% | +0.9% | -8.8% | -8.2% |
| 30D | -2.1% | +10.3% | -12.3% | -4.9% |
| 3M | +0.4% | +17.9% | -17.4% | -4.9% |
| 6M | -19.2% | -0.5% | -18.8% | -19.8% |
| YTD | +14.4% | +2.7% | +11.7% | +11.5% |
| 1Y | +18.0% | +3.1% | +14.8% | +14.8% |
| 3Y | -9.7% | +8.0% | -17.6% | -16.7% |
| 5Y | +40.1% | -37.8% | +77.9% | +58.0% |
| 10Y | -19.1% | +56.5% | -75.6% | -19.6% |
| All | -19.1% | +51.6% | -70.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling