-7.1%
HAL vs CCI
-10.3%
+3.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.8% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | +8.2% | +2.2% | +5.9% | +8.0% |
| 3M | -9.4% | -16.9% | +7.4% | -8.7% |
| 6M | +0.6% | -11.5% | +12.2% | +1.2% |
| YTD | +28.6% | -12.8% | +41.4% | +29.1% |
| 1Y | +63.9% | -17.1% | +81.0% | +64.8% |
| 3Y | -7.1% | -9.6% | +2.5% | -7.1% |
| All | -7.1% | -10.3% | +3.2% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling