-13.7%
HAL vs CG
+47.3%
-61.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -12.0% | -1.2% | -10.8% | -11.8% |
| 30D | +0.3% | +5.0% | -4.7% | -1.7% |
| 3M | -1.6% | -18.2% | +16.6% | +4.3% |
| 6M | -20.5% | -20.7% | +0.2% | -15.2% |
| YTD | +14.2% | -31.4% | +45.6% | +27.5% |
| 1Y | +18.9% | -22.3% | +41.1% | +25.5% |
| 3Y | -13.7% | +50.2% | -63.9% | -30.6% |
| All | -13.7% | +47.3% | -61.0% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling