-19.1%
HAL vs CFG
+248.3%
-267.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -1.8% |
| 7D | -7.9% | +0.3% | -8.1% | -8.1% |
| 30D | -2.1% | +3.2% | -5.3% | -4.3% |
| 3M | +0.4% | -9.7% | +10.1% | +6.9% |
| 6M | -19.2% | +3.6% | -22.9% | -22.6% |
| YTD | +14.4% | +14.7% | -0.3% | +1.1% |
| 1Y | +18.0% | +29.6% | -11.6% | -4.3% |
| 3Y | -9.7% | +190.6% | -200.3% | -60.2% |
| 5Y | +40.1% | +67.1% | -26.9% | -14.6% |
| 10Y | -19.1% | +237.0% | -256.1% | -70.5% |
| All | -19.1% | +248.3% | -267.4% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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