-28.0%
HAL vs CFG
+396.4%
-424.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +2.9% | +1.5% | +1.4% | +1.9% |
| 30D | +17.0% | -3.8% | +20.9% | +19.7% |
| 3M | -9.7% | +11.5% | -21.1% | -16.7% |
| 6M | +8.6% | +19.2% | -10.6% | -4.9% |
| YTD | +33.0% | +23.7% | +9.3% | +12.9% |
| 1Y | +68.3% | +38.8% | +29.5% | +31.8% |
| 3Y | +0.1% | +178.9% | -178.8% | -53.4% |
| 5Y | +102.6% | +101.8% | +0.8% | +10.8% |
| 10Y | +3.8% | +317.3% | -313.4% | -64.2% |
| All | -28.0% | +396.4% | -424.3% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling