+20.9%
HAL vs CG
+300.6%
-279.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.6% |
| 7D | -6.5% | +2.0% | -8.4% | -7.6% |
| 30D | -2.1% | +8.5% | -10.7% | -6.5% |
| 3M | -4.9% | -12.1% | +7.3% | -0.3% |
| 6M | -19.3% | -16.4% | -2.9% | -14.3% |
| YTD | +14.3% | -28.0% | +42.3% | +28.0% |
| 1Y | +17.3% | -18.9% | +36.2% | +23.7% |
| 3Y | -10.9% | +51.2% | -62.2% | -34.9% |
| 5Y | +47.4% | -15.9% | +63.3% | +36.3% |
| 10Y | -20.8% | +305.9% | -326.7% | -66.1% |
| All | +20.9% | +300.6% | -279.7% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling