+48.4%
HAL vs CF
+5,277.9%
-5,229.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.2% | -9.4% | -6.2% |
| 7D | -11.1% | +0.4% | -11.5% | -11.5% |
| 30D | -2.4% | +2.2% | -4.6% | -3.8% |
| 3M | +0.8% | +2.1% | -1.3% | -1.0% |
| 6M | -22.8% | -6.5% | -16.3% | -21.5% |
| YTD | +14.5% | +55.6% | -41.0% | -11.5% |
| 1Y | +20.2% | +42.3% | -22.1% | -3.2% |
| 3Y | -15.2% | +55.7% | -70.9% | -36.3% |
| 5Y | +42.5% | +122.4% | -79.9% | -13.3% |
| 10Y | -16.5% | +568.5% | -585.0% | -68.8% |
| All | +48.4% | +5,277.9% | -5,229.5% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling