+7.4%
HAL vs CG
+324.5%
-317.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +2.9% |
| 7D | -1.3% | -6.4% | +5.1% | +1.8% |
| 30D | +10.9% | -7.1% | +17.9% | +14.2% |
| 3M | -5.8% | -1.6% | -4.3% | -6.5% |
| 6M | +8.1% | -8.3% | +16.4% | +9.9% |
| YTD | +33.2% | -23.8% | +57.0% | +47.2% |
| 1Y | +74.2% | -28.7% | +102.9% | +97.8% |
| 3Y | -3.7% | +49.2% | -52.8% | -31.1% |
| 5Y | +111.9% | +5.5% | +106.4% | +69.3% |
| 10Y | +7.4% | +331.2% | -323.8% | -56.8% |
| All | +7.4% | +324.5% | -317.1% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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