+40.1%
HAL vs CF
+112.3%
-72.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -7.9% | -0.9% | -7.0% | -7.7% |
| 30D | -2.1% | +6.9% | -9.0% | -5.2% |
| 3M | +0.4% | +4.8% | -4.4% | -2.3% |
| 6M | -19.2% | +4.7% | -23.9% | -21.9% |
| YTD | +14.4% | +56.5% | -42.1% | -12.1% |
| 1Y | +18.0% | +48.4% | -30.4% | -7.1% |
| 3Y | -9.7% | +59.1% | -68.8% | -33.4% |
| 5Y | +40.1% | +109.5% | -69.4% | -12.9% |
| All | +40.1% | +112.3% | -72.1% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling