-20.8%
HAL vs CG
+308.6%
-329.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.6% |
| 7D | -6.5% | +2.0% | -8.4% | -7.7% |
| 30D | -2.1% | +8.5% | -10.7% | -6.7% |
| 3M | -4.9% | -12.1% | +7.3% | -0.1% |
| 6M | -19.3% | -16.4% | -2.9% | -14.1% |
| YTD | +14.3% | -28.0% | +42.3% | +28.8% |
| 1Y | +17.3% | -18.9% | +36.2% | +23.9% |
| 3Y | -10.9% | +51.2% | -62.2% | -37.2% |
| 5Y | +47.4% | -15.9% | +63.3% | +36.3% |
| 10Y | -20.8% | +305.9% | -326.7% | -66.9% |
| All | -20.8% | +308.6% | -329.4% | -66.9% |
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