-16.8%
HAL vs CFG
+224.4%
-241.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.8% |
| 7D | -0.2% | -0.8% | +0.6% | +0.3% |
| 30D | +1.0% | +3.1% | -2.1% | -1.3% |
| 3M | -2.1% | -9.7% | +7.6% | +4.2% |
| 6M | -17.5% | +6.7% | -24.2% | -22.4% |
| YTD | +18.1% | +15.2% | +3.0% | +4.2% |
| 1Y | +19.7% | +28.8% | -9.0% | -2.4% |
| 3Y | -7.9% | +190.1% | -198.0% | -59.4% |
| 5Y | +53.1% | +63.4% | -10.3% | -5.0% |
| 10Y | -16.8% | +219.8% | -236.5% | -68.8% |
| All | -16.8% | +224.4% | -241.2% | -68.8% |
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