-18.6%
HAL vs CF
+561.7%
-580.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.7% |
| 7D | -12.0% | -3.2% | -8.8% | -10.5% |
| 30D | +0.3% | +4.3% | -4.0% | -2.7% |
| 3M | -1.6% | +2.8% | -4.4% | -4.2% |
| 6M | -20.5% | +0.6% | -21.1% | -22.4% |
| YTD | +14.2% | +56.6% | -42.4% | -18.8% |
| 1Y | +18.9% | +49.6% | -30.8% | -13.3% |
| 3Y | -13.7% | +61.5% | -75.2% | -42.8% |
| 5Y | +42.2% | +124.0% | -81.8% | -31.1% |
| All | -18.6% | +561.7% | -580.3% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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