-20.8%
HAL vs CF
+494.2%
-515.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -1.6% |
| 7D | -6.5% | +4.8% | -11.2% | -9.3% |
| 30D | -2.1% | +9.7% | -11.8% | -7.8% |
| 3M | -4.9% | +1.2% | -6.1% | -6.6% |
| 6M | -19.3% | +7.4% | -26.7% | -24.2% |
| YTD | +14.3% | +60.5% | -46.2% | -20.2% |
| 1Y | +17.3% | +50.7% | -33.4% | -15.0% |
| 3Y | -10.9% | +64.8% | -75.7% | -41.8% |
| 5Y | +47.4% | +115.8% | -68.4% | -26.8% |
| 10Y | -20.8% | +481.0% | -501.8% | -77.8% |
| All | -20.8% | +494.2% | -515.0% | -77.8% |
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