+20.8%
HAL vs CG
+281.3%
-260.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -12.0% | -1.2% | -10.8% | -11.7% |
| 30D | +0.3% | +5.0% | -4.7% | -2.6% |
| 3M | -1.6% | -18.2% | +16.6% | +6.8% |
| 6M | -20.5% | -20.7% | +0.2% | -13.4% |
| YTD | +14.2% | -31.4% | +45.6% | +31.1% |
| 1Y | +18.9% | -22.3% | +41.1% | +27.9% |
| 3Y | -13.7% | +50.2% | -63.9% | -36.9% |
| 5Y | +42.2% | -22.1% | +64.2% | +36.9% |
| 10Y | -16.7% | +295.5% | -312.2% | -63.8% |
| All | +20.8% | +281.3% | -260.5% | -45.4% |
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